Using INSERT DELAYED on MERGE tables could lead to table
corruptions.

The manual lists a couple of storage engines, which can be
used with INSERT DELAYED. MERGE is not in this list.

The attempt to try it anyway has not been rejected yet.
This bug was not detected earlier as it can work under
special circumstances. Most notable is low concurrency.

To be safe, this patch rejects any attempt to use INSERT
DELAYED on MERGE tables.