That's terrible! Those photos are very similar to what goes on with the dolphin killing in Japan.
Trying to remain objective, there are many different types of cetaceans and different levels of intelligence, all the way from dolphins (at the top more or less) down to other less intelligent whales.
It looks like that as of 2008 the Faroe islanders have been told to stop eating the whale meat because "pilot whale meat and blubber contains too much mercury, PCBs and DDT derivatives to be safe for human consumption".