Proper chip on your shoulder about this, haven't you?
If a Premier League club (or a club of equivalent size) names a player in an ongoing police investigation, a lawyer would argue that they've mobilised their sizable fanbase against the player, therefore jeopardising the chance of a fair trial. Everton absolutely should NOT be naming any names, whether to confirm who it is or deny who it isn't (thereby confirming who it is via elimination).
To be fair to Delph I don't think Everton should have released a statement of any kind, given than media reports only went as far as "Premier League club".