Your bag probably ended up in Toronto because they sent it on Air Canada to get it to you on one of their flights. They can't put it on AA - no interline agreement and I don't see where UA has daily flights. So sending it to Toronto was actually Delta trying to get it to you faster than the next flight on DL a week later, which wouldn't have done you any good. Still not great about the delay, but out of everything the bag being sent to Toronto was at least an attempt at customer service.