2 minor pedantic notes: orcas are dolphinidea, a member of the dolphin family - not a member of what people generally are referring to when they say whales, which in common parlance refers to cetaceans with baleen (no true teeth). And they're not domesticated, which is a genetic level change over generations to make a species more amenable to humans. These animals are at best tame, which is aclimating an individual animal to humans.

On another note many people and even several countries class these animals as sentient beings and therefore most instances of their captivity is considered gross cruelty and even a crime. Even by the most lenient standards most of these animals in theme parks live in conditions which constitute torture. Many dolphinidea literally commit suicide (by willful self-induced suffocation) when forced to live in these conditions. Others go insane and may turn in to murders against their captors (such as Tilikum - who despite killing several people was clearly the victim, who very understandably snapped after years of psychological torture).