I ... had a brief moment of insanity at the beginning of the season when Lennier announces that he's leaving, and my first impulse was to yell at the screen, "No, ask them for a threesome!" but on the whole I can't imagine sustaining Delenn/Lennier as a ship in my own brain.

Well, when Delenn tells Sheridan that "three is sacred," his answer is that he's not ready for that, not an outright no. *evil grin* But I think Lennier's perception of Delenn and what she wants in a relationship is too far from her own reality, so the power imbalance between them is difficult to overcome.