Yeah, the code doesn't technically make a difference to the Pokémon's legitimacy but the sort of "feel" better if you know what I mean. I have a similar opinion on hacked Wondercards in that I don't trade for Pokémon from them, even though it doesn't technically make a difference.
By the way, this might be a dumb question but what exactly is delay? I mean I know it's measured from starting the game to pressing continue at the main menu of the game itself, but I've always wondered if the speed of pressing A (for larger delays) actually makes a difference to the delay itself, or if it's simply a more accurate seconds...