I mean, won't the airline (Delta/ITA) make SOME effort to get our luggage to our destination or is that bad?
Yes. If this is all on one ticket the carrier is supposed to get your bag to the final destination. That could mean your bag gets put on a later flight. When this has happened to me, the bag has been delivered to my home or hotel by the airline, usually the next day. I have read that it is taking longer for airlines to deliver lost bags than it did pre-pandemic.
I always check a bag on transatlantic flights. I also take a carry on with a change of clothes, a couple pairs of socks and underwear, meds, electronics, and any other essentials. I can get by on this for several days if my bag is delayed.
Make sure you put your name and contact info both on the luggage tag and on something inside your bag. Take a photo of your bag. If your bag does not show up, go to the service desk and fill out the form.