When you're arrested in Innsmouth, you are delayed, and, to quote the rules directly, "this occurs even if the investigator is normally immune to being delayed."
When I first read that I assumed that the target here is Mark Harrigan... but Mark can't be arrested, either, and it doesn't say anything about immunity to arrest. Is the intent here really to shaft Mark (i.e., should this be errata-ed) or is it only meant to affect other, miscellaneous conditions?