I live and work in Denmark, but am a US citizen with a 2nd home in the U.S. where we spend a maximum of 6 weeks a year. I used to have my Danish address as my default address in my SkyMiles account, except have changed it to my U.S. address for two reasons, (1) to pay with my US-based AmEx, and (2) to get a proper response when I send email requests to Delta via the back office.
If I send a query via DL.com when my Danish address is defaulted, the response comes from KLM who basically say, "we cannot help you, you'll need to contact Delta," which is frustrating since it was Delta I did write to.
I've changed it back and forth a few times over the past couple of years, and would find it disturbing to be required to provide documentation proving my residency or to be accused of violating Delta's 'rules' about address.