Because, despite building a coalition of allies this episode, this guy still has many enemies. In addition to the East India Company, the British government, and the American spies, he has to deal with his half-sister's husband, Thorne Geary, who is consistently portrayed as a cruel and one-dimensional fool. As the wild party comes to a close, Thorne, tipsy off that laughing gas, confronts Delaney and accuses him of having sex with his wife. Delaney tries to be a good bro and takes Thorne outside so he doesn't embarrass himself, but Thorne makes a scene anyway, calling Delaney a racial slur and challenging him to a duel. I was hoping for a Zoolander-style walk-off, but a duel is fine.
How does Hardy play all of this? He stares into the distance. He grimaces. He does that twitchy eye thing that's supposed to connote thinking, but mostly looks like he's getting examined by an optometrist. It's almost like Hardy, the star and co-creator of this often absurd show, knows exactly what most of the audience already knows: Delaney always wins. A duel may sound deadly, but he's got bigger pieces of shit to take care of than Thorne. He's got pots of piss to boil. Gunpowder to make. And a whole stretch of land called Nootka Sound to claim as his own.