Yes, the only trade route you have that originates in Delhi is the route from Delhi to Nidaros (Norway's capital), which provides production, science, culture, gold and faith, but no food.
You do have 6 internal trade routes running from other cities to Delhi, but the food benefits of those routes show up in the cities where those routes originate, not in Delhi (see, for example, Patna, which is getting +12 food from its trade route to Delhi, and that shows up in Patna's city detail - "+12 from Outgoing Trade Route").
You do have two unused trade route capacity, so I would suggest building two more trade units and having them run from Delhi to other cities, sending food back to Delhi, which will allow it to grow again.
Thread title revised to include "Not a Bug."