Not 100% sure, but would say that the delay is due to the converting to and from digital signals.
Sound is analogue so needs to be converted into a digital format for digital transmission. Speakers are also analogue (they work by varying voltages) so when the digital signal gets to your digital radio, it needs to be converted back into analogue. This converting to and from analogue and digital takes additional time.
Obviously traditional analogue transmission and radios do not suffer form these extra steps.