Typically, fish have vertical tail fins, and mammals have horizontal ones. I don’t think there’s any specific reason to prefer one over the other, it’s just it would be hard for evolution to make the switch.
There are other possibilities, eg you’ll see sea slugs move by rippling their side “fins”, or squid (and, I suppose, jellyfish) propelling water directly backwardss
Swimming fast with a vertical tail means rocking the body from side to side. A horizontal tail means swinging it up and down. Mammals find it easier to flex their spines forwards and backwards (ie, up and down) rather than side to side.
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