This has nothing to do with delay loads. These are MS API-sets – essentially, an extra level of call indirection introduced gradually since windows 7. Dependency walker development seemingly halted long before that, and it can’t handle API sets properly.
So these are all false negatives and nothing to worry about. You’re not missing anything.
Here it is in more words.
Edit: Only in Oct 2017 did someone finally try to fill this gap. Meet Dependencies by lucasg. I’ve only briefly fiddled with it until now, but it handles API sets well and is at least very worthy of attention.