An issue I thought of was placement. A dolphin's dorsal fin is kinda in the space behind where the rib cage ends. On humans that would be the small of the back. If you ever watch someone try to do a dolphin kick or swim with a monofin, they need to have a good sense of flow throughout the body. Putting a dorsal fin there may make the back stiffer and impede that.
A dolphin is very hydrodynamically shaped and the dorsal fin is basically the highest part of its body. I don't know if a human would be optimally shaped for using a dorsal fin, unless maybe it was really large. I still think that would be detrimental since that could also increase water resistance.