A delusion is a belief held with conviction despite superior evidence to the contrary. Yes, but what is a “belief”, and what is the “evidence” and who holds it? Moreover, who is “superior”? Well, of course, the holder of superior wisdom.
Thus “delusion” is an imminently relative term.
Sometimes, it can be profitable to entertain a delusion, points out a professional philosopher in Scientia Salon in “The upside of delusional beliefs”. Just as many a psychoactive drug can be beneficial to avoid pain.
To a non-theist, all theists are delusional. And their madness is far from being always innocuous.