The delay works, but the priority setting has a higher priority so even if the delay is set for 60 seconds, when the priority time indicates to check the priority channel it does so, even if the delay timer has yet to expire. Remember, when you set priority scan on with a setting of 2 seconds, you're telling the scanner that you want the scanner to check the priority scan channel every 2 seconds, regardless of whatever it's currently doing. If the scanner is busy scanning channels that have no traffic, it will check the priority channel every 2 seconds. If the scanner is on a delay of 10 seconds, it will check the priority scan channel every 2 seconds. If the scanner is on the swat channel where the commander just gave the command to enter the building, rescue the hostages, and capture or kill the suspect, it will check the priority channel every 2 seconds.
With priority scan turned on, you will miss some traffic on non-priority channels. Use the priority scan only when that channel is extremely important to you and accept that you will miss other traffic. It's for times when that channel is critical and the others are simply fun to listen to, but if you miss something it's OK. One example may be a VFD person that must catch every call on their dispatch channel so they know they're being called out (although they may miss up to the first 2 seconds of a transmission), but they like listening to other local channels, just for fun.