Names are confusing. The French word for "whale" is "baleine" or "rorqual", but these actually refer only to baleen whales, not to toothed whales. The others are called differently. Everybody know and use the name "cachalot" (most of the big toothed ones, like the "sperm whales") and "orque" (orca, i.e. the black and white "killer whale" common in shows with dolphins), but there are other technical words that most people don't know for rarer species(I had heard of "beluga and narval , but not yet of "bテゥrardie, hypテゥroodon or mテゥsoplodon", for example).
Check and compare French names of cetaceas with English ones.
http://mapage.noos.fr/chang75/classi/classi.htm
It's interesting how both language have different classification. I thought that scientific classification were international, but visibly not ! For me, a "killer whale" or "sperm whale" are not even whales, because I am used to call them differently in French. So I naturally find dolphins to be closer to "killer whales" than "grey or rorqual whales" because the former is not even a whale (like all the beaked whales listed by Thomas).
Note that the Beluga's scientific Latin name (Delphinapterus leucas) classify it as a dolphin, which neither English, nor French do. (it's a "white whale" for English-speakers !). The Irrawaddy Dolphin (Orcaella brevirostris) is called a dolphin, but is also with the "white whales". Strange...
All this to say that the rare "whale" should be called a cetacea, because it clearly is no more a whale than a dolphin. All the confusion is due to the wide meaning of the word "whale" in English.