set analysis is used bec you want to evaluate your expression for a specific condition/criteria. like dates is in prior month, or only for these selected Regions, where something something...
from your requirement, you just want the straight aggregation across all records (and maybe you already have filters that implement the criteria for you) so you dont need set analysis unless youve omitted other requirements.
you just need to add the aggregation in your kpi (like avg, max, or min - perhaps not sum):
=avg([Delivery Date] - [Order Placed])
this will give you the average days it takes for deliveries
