How in the world do you suggest that delta would have rebooked you on WN??? WN has NO ticketing agreements with other carriers. In IROPS you cannot be rebooked onto a WN flight just like WN cannot rebook you onto another airline if they have a problem. DL could only have booked you on another legacy carrier as LCCs generally do not have ticketing agreements with other carriers. This is why you hear stories of people on WN or G4 or F9 getting stuck somewhere for days....they don't rebook their pax on other airlines and don't allow other airlines to rebook on them.

If WN was truly the only option to get you home, I'm sorry to say that it wouldn't have worked. You needed to talk to WN if you wanted a ticket on that flight, not DL. I'm sure DL had no problem refunding your ticket but DL would have had no way of rebooking you onto WN.