The good news is that the boat from the Swan-Dolphin dock to the DHS dock makes no intermediate stops. Once you board, it's a quick, pleasant ride.
The bad news is that it's typically around 20 minutes between departures, so, unless you catch the boat just right, walking is often faster.
If it's a nice day, it's a pleasant walk. You cross the bridge toward Boardwalk and then walk on a sidewalk along the water. There are often ducks and other birds to watch.
If it's raining or really hot, then waiting in the covered area for a boat would be better.