Let me get the facts straight:
1) DL and AA were having a fare war so you used that to book a cheap flight knowing it left HEL at a ridiculously early hour although there may have been later flights that were more money and/or less convenient
2) The ticket was non refundable and pursuant to T&C the airline promised to get you to your destination if you took those specific flights
3) Knowing you had an early flight due to reasons solely in your control, unlike a flat tire, you overslept
4) You wanted Delta at no charge to rebook you on a different flight that you could have booked initially but chose not to even though Delta could have sold that seat to someone else if they didn't give it to you free of charge
And you have a problem with Delta because???