For passengers originating in New York, the lounge is a very short walk past the security checkpoint, so the walk from the lounge to the Delta gates is about the same as the walk from the security checkpoint to the Delta gates that you'd have to make anyway. It's maybe an extra 150 feet out of the way based on Google Maps measurements. For passengers connecting in JFK on Delta, it is somewhat less convenient, potentially a lot less convenient, depending what gates you arrive and depart from.

As for connecting the terminals airside, I don't think it's a project anyone is going to take on for the convenience of being able to access an Amex lounge. There are some connections, like Delta domestic to Air France or American domestic to British Airways, that would be easier if the terminals were connected airside, but most connections are set up to happen in the same terminal where it isn't an issue, and the airport is laid out in such a way that it's not likely those will happen any time soon (other than that AA->BA will get easier when BA moves into AA's terminal in a few years).