NOTE: This issue has been fixed in version 1.0.6674.26808 (04-2018) based on a Microsoft update.
When configuring delegation for a user, the user who was made a delegate does not receive the instruction that it has been added as a delegate.
This appears to be an issue that UCMA platform does not send the appropriate notify to the Skype for Business client and not a "SEFAUTIL Server" issue.
Note: This issue also affects Microsoft's SEFAUTIL.exe application.
Note: Adding delegates seems require a client restart. (or Options | Delegate window open/ close)