Suppose
Then does the following hold? $E[Y_1]>E[Y_2]$
By the law of iterated expectation, we have $$E[Y_i]=E[E[Y_i|X_i]]=\delta E[X_i]$$
Since $E[X_1] > E[X_2]$, if $\delta >0$, we have
$$\delta E[X_1] > \delta E[X_2]$$
Hence $E[Y_1]> E[Y_2]$.
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By the law of iterated expectation, we have $$E[Y_i]=E[E[Y_i|X_i]]=\delta E[X_i]$$
Since $E[X_1] > E[X_2]$, if $\delta >0$, we have
$$\delta E[X_1] > \delta E[X_2]$$
Hence $E[Y_1]> E[Y_2]$.