I'm not the poster you replied to, but wanted to chime in. The port in Cabo is inside a cove area. The ship is anchored just outside of the cove, actually directly parallel to the famous arch beach I'm sure you've seen a picture of. So you get on the tender, for a very brief ride to the pier.
While I'm sure whales have entered the cove area from time to time, there is so much marine traffic I doubt they want to hang out there. Additionally, there are very strict regulations about how close marine traffic is allowed to get to whales. I'm sure the tender would avoid any area whales have been seen in, again though, it would be fairly unusual for a whale to go into the cove area. They are looking for fish, not people or marine traffic.
I hope that helps!