Agreed, I'd definitely try to get on one of the DL flights. SAN-ATL-FCO would probably be preferable since it's a later departure (and better seats if in the pointy end), but flying all-Delta SAN-JFK-FCO would work as well.

I also wonder when the schedule change happened. It's possible, though IME not too likely, that DL made this change yesterday in their flurry of Saturday changes, but I've found that these don't typically occur once you're within ~1 month of the flight. The lesson here is to keep a sharp eye on all your bookings and not rely on DL to email you about schedule changes even though you should be able to expect it.