Yes, Marine Mammals will die if taken out of water. Agreed they breathe air but there are other factors too.
- Their bodies have grown huge as a result of water and most of their skeletons cannot take their body weight as the water ,rather the sea supports their body weight. As a result their internal organs collaps on themselves.
- Body heat regulation. Though they are warm blooded animals a majority of their thermal regulation is as a result of contact with water. They tend to overheat. PS: you may have seen volunteers helping out beached whales by covering them with coll, wet cloth/blankets
- Food. They will starve as a result of points 1 and 2.