That's because there are also a small number of freshwater dolphins, living in particularly large river systems. Strictly speaking, though, only one of these, the Amazonian tucuxi, is really a dolphin, in the sense of belonging to the dolphin family. The others are slightly different sorts of animal.
There is, for example, a subspecies of finless porpoise that lives in the Yangtze River in China. You may, perhaps, recall that this river was also home to the baiji, a freshwater 'dolphin' that has recently been declared to be almost certainly extinct. (It is, incidentally, still waiting on formal confirmation of that fact, but it's hard to imagine that the outcome will be anything else).
The baiji, however, while related to the 'true' dolphins, was instead a slightly different kind of animal, one more adapted to a freshwater life. Apart from the baiji, there are also three more of these 'river dolphins', one of them living in the Amazon, alongside the tucuxi, one living in the Ganges and the Indus, and one that... um... doesn't live in rivers.