Tick delay does not work on chain command blocks off the chain command block is attached to a repeating command block. Inorder to have them delay you have to delay the repeating command block.

How to reenact this issue:

1.place a repeating command block with whatever command you want. Make sure the repeating command block has no delay.

2. Then place atleast 1 or more chain command blocks coming off of the repeating command block making sure the command block are all facing the same direction. Put whatever command in the chain command blocks.

3. Activate the chain of command blocks. And you will soon realize the chain command blocks aren't delaying even though you have set it to a tick delay.