It would be very useful to receive notification upon mailbox delegation as a whole, or when specific mailboxes are delegated.
Specifically to our organisation, mailboxes including company owners, C-suite, senior managers, accounts payable, and HR are useful to know about when permissions are delegated (vector for PII, strategic, or financial leakage / theft).
Support teams globally typically have the Exchange Administrator role assigned, and this is not uncommon for other small organisations. At the very least, notification of delegation for crucial mailboxes would be a mechanism of countering insider threat.