Most of the functions in dolphin as well as third party modules including my own usually try to detect if the call was made via javascript by checking the header HTTP_X_REQUESTED_WITH and if it was not, will ignore the request and not process it.
Most of what these functions generate are just html code. Normally not even a complete pages.
For example. The members block on the home page is loaded via a ajax call. The call generates and returns only the html content that is to be placed within that block. Not a complete page.
This content is also in most cases not even something you would want indexed because you do not want to directly link to most of it. That block for example just contains links to profiles which are indexed though other parts of the site such as the browse page so does not even need to be indexed anyway.
Also because this was intended to be called only with ajax, security may not be as tight as it is not expected that a browser would be accessing it directly. Trying to bypass may end up opening unexpected security holes.
I really do not see the point in indexing most of the ajax content anyway. I don't even believe anyone here has even given it much thought or even bothered to look into it.