I don't use Harmony, I use the URC remotes, but how does adding a delay make mode changes quicker? Adding a delay adds time between commands and thus makes things slower.
You add delays, if for example, a certain device cannot accept IR commands for a few seconds after it is powered on (there are workarounds for that such as arranging the macro in a different order) or in the case of the URC remotes to create a 'push and hold' macro that is only executed when you hold the button for a set period of time.
The Harmony remotes are centered around the activity based setup and using the web app to completely program it but can be tweaked and the principles behind what needs to be done are all the same between remotes (the implementation differs). So what is the problem you are trying to address?