There are several issues involved
1. Is LHR. Yes when ATC imposes restrictions airlines have to cancel flights. BA are the worst hit simply because of the number of flights they operate. VS are also required - if necessary and it depends where the bad weather is - to cancel flights but it is usually a very small number and the airlines chose - so they tend to cancel flights where were are multiple flights a day or with options - so VS will cancel a couple of JFK flights because it has other flights available plus ready rebooking on to DL rather than to a once a day destination. As one of the relatively small LHR airlines DL might escape any cancellations at all on this occasion but get hit next time.
2. Is JFK and the bad weather that was due to / has hit the NYC area. After the absolute clusterflub in January at JFK airlines are being more thoughtful about sending planes over when there is a high chance they will have to divert - or as happened in January turned around back to their originating airport. And when they did land were held on the taxi way for hours because gates were blocked because the private terminal operators hadn't cleared the snow so planes could get in and out of their gates. And when they did get a gate there was no one to get the baggage off.
3. is departure times. I'm not sure of the timings of the DL and VS flights ex LHR but it is possible that the DL flights were able to operate because it was safe to land at JFK because the NE USA storm was yet to hit because they depart earlier and hence arrive earlier in the day than VS ones
4. Is not wanting too many planes out of place. A plane stuck at JFK means it can't fly anywhere and that could affect flights to other unrelated destinations - a flight arriving from JFK might be scheduled to fly onto Dubai or Hong Kong and VS will want to protect those passengers trips.
5. Is not wanting to have crew out of place. The crew due to operate the return flights that are cancelled will be delayed in NYC which means they are delayed back into the UK and that can impact rest periods before they can operate their next flight which then creates crewing pressures. Some CC I know have some really tight schedules that are easily put out of whack by even a couple of hours delay.
Huzzah for International Jet-setting !