No. Nested ticketing, which DL refers to as back-to-back ticketing, is only an issue if you are doing it to qualify for cheaper roundtrip fares with a minimum or Saturday night stay requirement. It basically requires the "nested" inside ticket to be booked in the reverse direction of the outer ticket --
https://www.delta.com/us/en/booking-...s-restrictions
For example, DL has roundtrip fares with min-stay/Sat night stay requirements on DTW-SFO for $359 roundtrip (with 3 week advance purchase). However, if you don't meet the min-stay requirements (for example, you are doing Sun - Thu trips), the cheapest fares are $497 roundtrip. So if you are making regular, weekly Sun - Thu trips, you can purchase a Thu - Sun roundtrip for SFO-DTW nested within a Sun - Thu (departing Thu of the following week) DTW-SFO ticket. Both of these tickets will meet the min stay requirements for the $359 fares and you will effectively have two Sun - Thu DTW-SFO roundtrips for $359 each instead of $497 each.