Yes, apparently we do, but only at the most upscale of sushi restaurants. See the LA Times story here (and note the $600 price tag for the meal).
Here’s some information about sei whales (the species being served), courtesy of NOAA’s Office of Protected Resources:
During the 19th and 20th centuries, sei whales were targeted (along with blue and fin whales) and greatly depleted by commercial hunting and whaling, with an estimated 300,000 animals killed for their meat and oil. . . .
For management purposes, sei whales inhabiting U.S. waters have been divided into four stocks: the Hawaiian Stock, Eastern North Pacific Stock, Nova Scotia Stock, and Western North Atlantic Stock. The estimated population in the Hawaiian stock is 40-80 and in the eastern north Pacific is 35-55, but there are no current estimates for the stocks in Nova Scotia and the western North Atlantic. Scientists estimate that the current worldwide population is about 80,000 individuals. After commercial whaling exhausted all known populations of this species, sei whales in the North Atlantic and North Pacific are considered to be relatively abundant by scientists, but the population in the Southern Ocean remains greatly depleted.
They are listed as endangered throughout their range under the ESA.