There are several species of 'blackfish' dolphin that are found throughout the waters of the southern US & Caribbean waters, but if they were pilot whales that you saw they would almost certainly have been short-finned pilot whales (Globicephala macrorhynchus) as long-finned pilot whales are found further north in colder waters. Also, although called pilot whales, like killer whales, they are actually species of dolphin.
Short-finned pilot whales are not uncommon throughout the region but they are less commonly seen because they tend to prefer deeper waters and so are usually further from coastlines.
I couldn't post a link because I haven't made 5 posts yet, but type 'bahamas guide common whales' in to google and the first search should be a good guide to whale & dolphin species that you will find in the waters between Florida & the Bahamas.
I've just recently completed a study looking at short-finned pilot whales in the Bahamas and the terms 'transient' or 'resident' as you hear for orca (killer whales) do not really fit as there is no evidence of this type of residency patterns in pilot whales. Pilot whales do live in family groups, but they are an oceanic (they don't tend to live in bays or coastal waters) species so do not stay specifically in one area, rather they will range over very large areas. Short-finned pilot whales are found all around Bahamian waters year round and there seems to be a pretty large population there.
As for your sighting, just 2 animals is not unheard of, but it is very likely there were other members of their pod nearby, its very easy to not see all the members of a group. They are a very cool species to see though and great because they will often initially approach quite close to vessels.
As a side note, I would always advise caution with the desire to get in to the water with them, apart from the fact that they are big wild animals themselves, pods of pilot whales are often followed by oceanic shark species, such as the potentially dangerous oceanic white tip. I know of several people who have jumped in with pilot whales, only for the pod to swim on and the people find they are suddenly coming face to face with very large opportunistic sharks!
