I don't think their skin would feel much different form a dolphin.
Your kids can pet the dolphins in the Key West area. Bring lots or cash, the fish go fast once you start. Get in line early before the feeding window opens, and get 4 cups ($4 for 4 fish). The dolphins know who has the fish, and they ignore people who don't.
On the other side of Shamu stadium where the holding tanks are, there is a huge glass window, where you can get a good look at the whales as they swim by.
So between petting a dolphin, and looking thru the glass window, it might be enough. Or you show up very very early to a Shamu show and ask if your kids can be in it.