For all intents and purposes, a balanced connection is used for noise rejection. If you're running long cables, and/or cables in a noisy environment (radio interference, etc), then a balanced is just the ticket.
In your case, however, it probably doesn't matter. The general rule of thumb is that if you can go balanced, you might as well. But if you don't have any noise problems, then don't worry too much about it. When buying studio cables, I usually buy balanced (TRS) instead of unbalanced because balanced cables will work in *either* case. (as a note, a regular TS cable will also work if the gear is all balanced, you just won't get any balancing)
If you're isolating the preamps in the Mackie (e.g. you want to use each preamp individually into a its own input on the Delta), then you might be using the channel insert trick. In this case the output will always be unbalanced.
Note that in many cases balanced connections imply +4db instead of the typical -10db reference level. Basically that means they tend to work with hotter signals. This isn't something to necessarily be concerned with, except that if you run balanced into the delta, you might make sure to set the input to +4db in the control panel, or you'll have a VERY hard time getting levels. (assuming the mackie balanced outputs are +4, which they probably are)
Slackmaster 2000