Probably, you should ask THEM instead of me ^^.

You may not speak a common language, but they know how to communicate with you. If you look at their behaviors and expressions, you will know what it means.

I would say, 90% of the time, they are curious about you and most likely want to play with you, or just checking you out and making sure you are ok (not drowning), but there can be cases of otherwise, too:

-They may be asking for your help. They can have a fishnet entangling or a fishing hook attached to their bodies and maybe asking you to remove them. Or, even they may have a sick individual in the group and be asking you for medical treatment (seriously, some dolphins know we are capable of curing injuries and sicknesses)

-They may be protecting you from sharks that are swimming nearby

-They may have found you sexually attractive (unlikely, but possible)

Some of these possibilities have been observed and recorded in the past.