Earlier quoted context omitted.
It's not the fact that he doesn't leave that's delusional, it's all the ideas he has about leaving that can't be based in reality as he has not experienced them. It's similar to anyone who has strong opinions about something that they don't have evidence (scientific or experiential) to support. Again, the delusion isn't that he's happy with what he has, it's that he appears to have some strong opinions about what it'…
He seems to be saying people have told him as much, or he's heard as much. It’s not like he’s stating it strongly either, I think mostly he’s just making conversation. To even bring the word delusion is delusional.
My intended meaning was that there are beliefs here that aren't and can't be grounded in reality. Not necessarily more than other people tend to hold, but in the context of this article, which I thought romanticized the man's viewpoint a bit, it seemed relevant to pick up on.
Saying that bringing up the word delusion is delusional seems a little unkind in this context, though I think you're right that a milder term would fit better.