There are a few explanations.
1 – It has poor bulk IVs. The lower your HP, Def and SpD IVs are, the weaker your Delphox will be defensively.
2 – Delphox isn't very bulky. Especially physically. It has a mediocre HP and Defence stat of 75 and 72, respecitively, but a good Sp. Defence stat of 100. This leads into the third reason…
3 – She has a lot of common weaknesses. Delphox has a weakness to Water, Ground, Rock, Ghost, and Dark — all common or powerful attacking types. No amount of bulk will save her from Earthquake, or Dark Pulse. It's these key weaknesses that make your Delphox so easily defeated.