Glad to have helped in someway. The previous paragraph in the documentation shows the advantage in your situation. Like i said before with them both on the same machine this might not yeild a great amount of benifit, but when transfering between machines its great.

When a client uses INSERT DELAYED, it gets an okay from the server at once, and the row is queued to be inserted when the table is not in use by any other thread.

Another major benefit of using INSERT DELAYED is that inserts from many clients are bundled together and written in one block. This is much faster than doing many separate inserts.