The Las Vegas President's Club leaving the SkyClub network was a big reason why I spent the money on a PC membership. The staff there is absolute top-quality and it is one of my favorite lounges out there.

As for opening a lounge in Las Vegas, there's a few issues.
(a) Space. There are two spaces for lounges in Concourse D. One is occupied by the President's Club. The other is the former National lounge, a much larger space located by the escalators. If Delta was going to open a lounge, the space where the CO lounge currently is would have been perfect. As it stands, DL is in a tough space because they really need the location of their current gates, as the pier they are in is the only pier that can currently take wide-bodies (the pier with NW can, but it is blocked off currently past the mid-food court area).
(b) Rent. Even with the space, it's pricey rent in Concourse D. Delta has said clubs must be profit centers. The swipes might not have offset the costs.

I've been told by the folks at the PC that they've been getting a decent number of new memberships from Delta folk.