First, note the suggested age. 5-12 is nothing surprising, but the addition of the caricature of a small girl not only indicates that the set is for girls, but rather that it should only be bought for girls. Later Belville sets, such as those released in 2008 dropped this, indicating only the suggested age (as all Lego sets do).
Additionally, note the inclusion of hearts. Hearts are generally seen as being something that young girls like, but it is interesting that the two girls in the set also have a heart around them. Are they in love? Or are they in love with their cats? Will they one day grow old as cat ladies?
Most interesting however is the fact that this is a Shell gasoline promotion. Though Shell has not experienced any oil spills that were extensively covered in the media, such as the 1989 Exxon Valdez spill or the 2010 BP Gulf Coast oil spill, Shell has a history of spills in Nigeria (note that these spills, according to some estimate, have been much larger than any other in history SOURCE).
So, even if Shell has not been targeted in the media for causing any oil spills, it doesn't hurt to be proactive, right? Which is exactly why a gasoline company would sponsor a Lego toy that feature clean crisp water and a beautiful white dolphin. Oil spills are often associated with images of sea animals covered in crude oil, which is why the set comes with a completely white dolphin, instead of the more common grey dolphin that Lego more regularly produces.
Take a step back and examine this set further. It is a swing set, there is no mention of a coast or water or anything of the sort. All that it took to turn this set into a seaside swing set was the inclusion of a dolphin, four pieces for the dock, and new cover art. Shell is clearly associating themselves with clean water and untainted sea life so that younger generations will choose them when going to the pump. This is a genius piece of marketing.