I was having that problem back last year. It prompted me to start this Flyertalk thread: FOs no longer have access to Exit Row Seats on Economy class fares

The travel agency website (that my employer forces us to use) may have been doing something screwy with my Skymiles number - I noticed that their emailed receipts were not including my Skymiles number on my Delta flights. After I submitted a bug report to them, they suggested that edit my profile (on their website) and reenter my Skymiles number.

That took care of the bug with their website and emailed receipts, but it does not appear to have fixed the preferred seat problem on Delta's website. My next flight is not full-Y, so the seat maps on Delta's website do not show any of the blue Preferred Seats - all the seats are white and the ones that would normally be blue (Preferred) have X's through them, meaning they are unavailable to me.