No software is specifically vulnerable for insertions of this particular iframe-snippet, any more than it is to any other data insertions. There are two possible scenarios here:

1. If Dolphin code has security holes that allow malicious code insertion, or that allow remote fetching of data that gives access for the same, then this is a Dolphin issue, and any other data insertions will also be Dolphin issues; not separate issues, just the one bug that allows insertions.

2. Then again, if Dolphin see more doesn't have such security holes, and the insertions happen over compromised FTP accounts, or any other avenue except by interaction with Dolphin, then this isn't a Dolphin issue. As simple as that.

If anyone is interested in finding out which of the two the case might be in your particular case, start screening your HTTP and FTP access logs to see which way the bogeyman came in and changed the files.