Yes, the two diadems were too historically important to dismantle - but she did alter the Delhi Durbar quite a lot. I can't think why, as it was certainly more beautiful in its original shape. But it does survive.
I wonder whether Queen Elizabeth, or King George, felt that the diamond diadem should be reserved for Princess Elizabeth as queen, while she and Queen Mary continued to wear their crowns. Pure speculation, of course.
It is also possible that Queen Elizabeth considered the Delhi Durbar too closely tied to the Empire and preferred not to wear it in the Commonwealth era. Or maybe she just did not like it. I wish documentation of her jewels decisions would turn up.