Behavior and Threat Profile
The whale in Leonida is not a static model at depth. It operates at surface and near-surface depth, visible from boats in open water.
Humpback whales migrate along the US Atlantic coast. Right whales, critically endangered, are present in Florida waters seasonally. The Leonida whale is large enough that seeing it from a boat changes the scale reference of everything else in the shot.
It is not dangerous. It does not interact with the player in a damaging way. It is there for the same reason the clouds are there: the game world communicates its scale through objects that are larger than anything else currently in frame. The whale is that object for the ocean.