I don't see anything about the OP trying to "cheat the system". He booked two flights leaving sufficient time for the connection. If the DL flight is late, they should accommodate you. Unfortunately you obviously had a bad agent and after some brief point should've just said thank you, hung up and called back.
As you said, the flights are in your record, and they could've made a note that the incoming is late and protected you or put you on standby for the earlier flight.