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As others have already stated, you'll find the weather almost identical for any of those dates in May.
We were at Half Moon Cay and Grand Turk the middle of December last year and it was great! Warm weather and warm water, so you can bet it'll be even warmer in May.
I would stay away from the last week in May because some school systems may be out by then and you'll end up with more kids onboard.
Travel Agent/Cruise Specialist w/12 yrs exp and 47 Cruises on 11 cruise lines! Favorites: Paul Gauguin - Tahiti: Uniworld River Cruises - Europe; Celebrity Solstice-class ships; Holland America - 12-nights Baltics & Russia; RCCL - 14-nights Greek Isles, Turkey, & Croatia; Holland America - 14-day Alaskan cruisetour; 10-night Canada/New England cruise; 21 days Hawaii w/7-night NCL cruise; Oceania - 25 days in Asia; more than 3 months touring Europe by train. And many all-inclusive resorts!