I dont know, Ive been playing this Lugia deck for about 2 months now and I really dont have a problem with using Dialgas. Delcatty might be less maintenance than Dialga, but its harder to set up, being a stage 1, and that means it also takes up double the amount of cards in your deck. With Dialgas it gives you more room for SSU and Seekers which will benefit Lugia for his P-Power, but also to heal him if necessary, and it benefits Dialga as well. Also, Dialga can put 3 energies instead of just 2 which GUARANTEES that youll have 1 of each energy, therefore guaranteed to attack. And in my opinion, the best part about Dialga is that youre not only restricted to Energy, you can take a discarded or KOed Lugia and put it on top of your deck, and then use Legend Box successfully. Which should stack tons of energy on Lugia, especially if you use Ocean Grow right after that.
Now since Ive never used Delcatty, I cant say much about it in its defense. But I can give you a few of Dialgas cons. First of all, it has a horrible retreat cost of 3, meaning if it gets stuck in active, good luck getting it back without a warp point in your hand! lol Second of all, it cant really help you attack like Delcatty because youd need a Metal Energy, which chances are youre only running 2-3 Rainbow Energies at most. And lastly, Dialgas P-Power only activates when hes put down from your hand, where as Delcatty's does not. But i find that this is problem bothers me the least since Im running tons of SSU and Seekers, and also some Junk Arms to get back whatever I need.
So your best bet is probably to try them both out and see which one fits better with your style of play.
Maybe even a mix of both? Hmm.... lol