Its not whether Delay Comp is enabled, its how much delay needs to be compensated for(showing the numbers is the way to find out). Remember that Delay Comp works by finding the track with the highest latency and then making all other tracks LATER to match(so it doesn't make latency disappear).
As said, latency on a MASTER track is not compensated for(because it doesn't need to be under normal circumstances). Some like to work with mastering plugins in place(a bad idea IMHO), and since many of those have huge latency, the solution is to make them inactive while recording. This same solution applies to plugins on AUDIO and AUX/FOLDER tracks too.
There is also a known bug when routing thru multiple AUX tracks where the built-up latency may not be compensated for properly(that may or may not apply in this case, but it is something to be aware of and listen for)