Sonic vs. Knuckles actively opposed each other for nearly two games.
And the only thing Delita does at Warjilis Trade City is tell him, "You can't protect Ovelia like I can" and leaves. And Delita doesn't do those things to mess with Ramza, especially at the beginning. I doubt he even knew Ramza was there.
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"So cold. I am always by your side."
"There ain't no gettin' off of this train we on!"