Major The protocol spec (2013-03-12) states in section 10.3 Requesting Changes:
"The delta link MUST conceptually encode the following information..."
One common implementation of change tracking (where filters are used in the original request) is for the server to persist some state (for each client that it is tracking changes for), e.g. a list of primary keys. Otherwise it can be difficult or expensive to calculate an appropriate delta set when the client wants to receive updates, especially if filtered (non-key) properties have been changed in the interim.
(In particular, if the server does not persist some state for each client, the size of a delta link may be excessive if the set of tracked entities is large).
The problem here is that the OData protocol doesn't appear to define a mechanism for a client to notify the server:
(1) That it no longer wishes the server to track changes for it, or
(2) That it wishes to modify its filter criteria.
So for issue (1) the server doesn't have the opportunity to delete any server resources (e.g. persistent state) that it has retained on behalf of the client.
And for issue (2) if the client uses a brand new filter with change tracking enabled, the server doesn't have the opportunity to optimize the returned results so as to avoid resending data that happens to exist in both old and new result sets.
We may decide that the second issue should be deferred to post V4.
But the first one could easily be addressed if we allowed a DELETE request to be sent to a delta link. If the server doesn't use persistent state for delta links, the DELETE for delta links can be trivially implemented! And if the server does use persistent state, then it would be able to free up resources (assuming co-operative clients).