Suppose a buzzing noise of sorts would be troublesome to a creature that hasn't experienced it before. Not the type of noise they're familiar with. I imagine the dolphins were pretty stressed when boats, ships, and submarines entered the scene too. And maybe they are still stressed around these things? Or have they grown accustomed to them? Not that I'd promote stressing the dolphins with drones, but maybe they'll grow accustomed to them over time; or maybe not.