We did a shore dive several years ago. Jumped in at the lighthouse south of Scuba Club, swam out to the wall, drifted along the wall for a while, and popped up just south of the tourist piers. It was a really tough dive, fighting the current to get back ashore before we ended up downtown.
If you are referring to the lighthouse just south of ScubaClub, that would be right near the car ferry dock. And if by "tourist piers" you mean the ferry pier downtown, you're lucky to have come out of that dive unscathed. This is precisely why a local DM should at the very least be consulted about local dive protocols, dive locations, etc. regardless of whether it's within marine park boundaries. No responsible DM would have suggested or provided tanks for this dive plan.
Aside from the tough currents, this a heavy boat traffic area including navigation of the car ferry, passenger ferries and there's a cruise ship dock (Punta Langosta) on that "route". Even if there was no cruise ship docked at the time, the car ferries and passenger ferries use that dock and navigate between the main dock and the cruise ship dock with no regular or predictable schedule to plan around. And even with a dive flag, the likelihood of you being seen would be slim, because this is a "no fly zone" and no boat captain would be watching for divers. This is a heavy navigation channel with boats traveling up to 20/25 knots on average.
Your profile says that you are a solo diver and have 500 - 999 dives. I have no idea what your actual level of training or experience is. Perhaps you have technical training and actual solo diving training which would better equip you to navigate out to the wall, manage the challenging currents and to create your exit plan and location. Again, I have no idea what your actual training has been and regardless, this is a dangerous dive plan. Please also keep in mind, that your audience here is the garden variety, recreational diver. And the original poster of this thread is a brand new diver with his newly certified son. Surely you aren't suggesting this as a shore diving option? If you are, that would be irresponsible showboating in my opinion. If not, I would encourage you to please add some clarity to your post other than it was "a really tough dive".
So to anyone contemplating this "shore dive" plan. As a dive professional and dive shop owner for 17 years on this island, I would strongly advise against the dive plan described in this post. Aside from the danger, diving within 50 yards of the ferry or cruise ship piers is a federal violation. There were divers arrested 2-3 years back for diving too close to the cruise ship piers to the south.