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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.
47 Cruises & Counting! Favorites: Paul Gauguin to Tahiti: Uniworld River Cruises in Europe; any of the Celebrity Solstice-class ships; Holland America for 12-nights in the Baltics & Russia; RCCL for 14-night Greek Isles, Turkey, & Croatia; Holland America for 14-day Alaska cruisetour; 10-night Canada/New England cruise; 21 days in Hawaii including a 7-night NCL cruise; Oceania for 25 days in Asia; & 3 months touring Europe by train. And many days spent in all-inclusive resorts!