We are less than 2 weeks from SkyTeam era, but whether on separate tickets or just booking expensive multi-alliance ticket itineraries, the issues will remain as is for some time.
Separate tickets or not — I have done it a lot both ways via YYZ and with each of the big 3 airline alliances — I don’t know what there is to like about the terminal and the lounge situation for those DL flights from YYZ-US. Almost as depressing as MMX.

. The only good thing about going this way is that award space between Scandinavia and Canada is better with AF/KL than with AC and SAS. The partner award space availability for Delta flights for YYZ-US is worse than the partner award space availability for UA and AC YYZ-US flights. Whether done as separate tickets or not. Personally, I am hoping that Delta adds SAS soon to the list of airlines for which Delta will thru-check luggage across separate tickets, but maybe Delta will avoid that unless and until SAS becomes a joint venture partner with Delta.