Delegate Management can only be done with the [cold] admin wallet, but for various reasons it might take a while to be able to use (example: all parties of a Safe multi-sig must sign). If you notice your Delegated Trader has it's key compromised it would be better if you could just quickly forfeit the Delegated Trader privilege.
Also: maybe when forfeiting you could atomically close-open-order-and-forfeit-key (closing open order could be a checkbox that you could opt-out of). Atomically because it's race condition otherwise.