yes departing on DL. No on arrival (priority lane on arrival for J or Elite pax doesn’t exist in the US, whatever the airport and the airline, with the exception when you fly P on AF or when you benefit from the super VIP service like the Porsche service by DL). However, what you have arriving on AF in JFK T1, is a priority voucher if you have a short connection (I forgot what they consider as short but it could be < 90 min). They make an announcement on-board after landing and the voucher is given when you arrive in the immigration hall upon presentation of a proof of your short connection.