For me, Delve is like window's File Explorer but for the content that was shared with me. As a user, it is only natural to have the ability to search for content in one central place no matter if you created it or someone else shared it with you. Currently, you search for the content you created (or saved) in File Explorer and "shared with you content" on a completely different environment - Delve.
It will be very useful to integrate them. Access Delve from file explorer, or even better, replacing file explorer with Delve