I discovered — after I’d set up OpenID delegation (using the Drupal OpenID URL module and Sam Ruby’s instructions) — that each OpenID used with a Drupal site needs to be associated with a Drupal account.
Therefore, even though OpenID delegation may point to a previously-associated provider, such as Verisign Labs’ Personal Identity Portal, or PIP, it acts as its own identity. The delegating URL is a URL in its own right, so this makes some sense even if it is not convenient when you set up delegation after starting to use other OpenIDs.
I had to teach each of my Drupal accounts on various sites that I wanted to use my own URL in addition to any previously-associated OpenIDs.
