This is so well explained, first showed everything what each one is and then the benchmark just makes everything clear.
The WAL mode basically writes the changes in a separate file and merges to the original db file whenever required, hence there is no overhead when reading or writing multiple writers or readers.
The delete mode is like a backup, a journal, it keeps pages of the data that are to be changed and after it is committed it deletes the file, that clearly looks slow.