Presumably, it isn't difficult for a computer to link two accounts once it has been told to do so. If you collect Air Miles in the UK, you are opened a new account more or less any time you start collecting from a different source (supermarket, bank, petrol, mobile, BT, etc.). Your new card comes with a form asking for your 'main' account number and you never need the new number again. Presumably, Delta can do (and have done) the same.

I am glad it all worked out for you Damon. Hang on to those old FF miles, they can be valuable.