Cozumel relies very heavily on their cruise visitors. I am skittish about going off on my own, especially when I travel alone. I actually feel comfortable getting a taxi by myself when in Cozumel. Chankanaab is right there by the cruise port in the middle of the action. I agree y'all should do this on your own. And taxis will be lined up at C. to take you back to the ship as well.
I plan to go the Chankanaab the next time I'm in Cozumel. I also don't like to see animals 'misused' for our entertainment but some of these facilities are engaged in research and conservation. I don't know about C. but at two other dolphin/sea lion facilities I've been to, the animals did not seem misused or abused at all, were in large freshwater pools (one of which opened up to the sea) and the animals seemed quite content.. in my human opinion. :)