Evening snacks are just that and I would not waste my time for the most part visiting..........unless of course you are a very light eater. Unless you are in a full scale Club Lounge (Asia) my purpose is only for the convenience of breakfast.
Yes, Winnipeg downtown area especially if you for example at the Fairmont and continue walking north on main street. Not a chance you should be doing that in the later part of the evening. Winnipeg is trying to revitalize the downtown area but I won't see that in my life time. I don't even think it is possible. The Delta is in a fine place - You can walk over to The Keg if you want; a little casino right across the street at the Shark Club; East India Company Pub & Eatery very close by - man if you like some of this food this is a great restaurant to try; Elephant & Castle pub attached to the hotel which actually also has a great Butter Chicken dish!......anywhere else you want to go just grab Uber unless it is really close.
The Delta location is fine - common sense prevails.
Winnipeg is just a big Regina!