Remember if you are having to buy a refundable return ticket that to satisfy an immigration policy, and you are planning on never using such a ticket, you have a lot more choices than DL for said ticket. After all, if you are never planning on flying it, does it really matter if it is Delta ticket vs some other airline?

Icelandair has some pretty cheap one-way refundable Trans-Atlantic tickets. Cheap in the sense that they are readily available for under $1000, when many airlines will charge $2500+ for such tickets.