Hi, It's sad, but Bennett Blood Mage18 is right. In the show it was shown that Delena was married, and they were reunited after their death just to part.
Julie herself admitted that everything she said in her interview is her own opinion and no canon. She had her reasons.
Therefore, for me, the only consolation is that no one knows what exactly is happening in the afterlife, and I can imagine anything, just like Julie did.