no
Cruelty against mammals (and maybe some birds and larger reptiles) should be against the law, but you should be able to eat whatever you want. Horse, dog, baby bunnies, monkey...maybe draw the line at apes.
It's illegal in almost all developed countries to eat marine mammals, as well as sharks.
Mainly because of the danger involved in getting it, as well as the fact that marine ecosystems can be affected in ways we can't detect/see/realize/fix. Additionally, most of the ocean cannot legally be regulated by a country.