I think the ending is anticlimactic but not terrible.
The fact you don't meet Delilah wasn't a surprise and she tells you to go back to your wife. It's the realisation that whilst you both have problems (she's an alcoholic) , the summer is over and it's time to get back to reality and stop running from our problems. It's a story about human nature and escapism and whilst the ending feels like a massive anticlimax on a deeper level it makes sense.