I have some ugly scar tissue in my delts. I have had an infection in them before too. but the scar tissue forms from injections. I have some spots I had to drop because the scar tissue is so messed up.
People that inject delts often like them so much that they inject there more frequently. It's like driving a car...the more times you do it, the better your chances of being involved in a wreck. If the oil doesn't dissipate from an injection site, you end up with a condition that is favorable for an injection. Smaller muscles have a harder time handling the same volume as larger muscles, so it is wise to rotate them so that they get less frequent injections, or you end up with favorable conditions for an infection. Then if anything happens with the injection, you end up with trouble.
Without a foreign object (bacteria...rubber plug) you have no infection. So it really doesn't matter where you inject. You either have a foreign object in there or you don't.