Reginald56 wrote:What am I missing here?
At a guess, your Polygon is not going to the Garbage Matte input of the DeltaKeyer, but instead to the blue Effect Mask input. Meaning it's telling the DeltaKeyer "only affect the area shown by this Polygon", which is kind of the opposite of what you want.
The colours of the inputs matter, and it's a common newbie mistake to have connections going to the wrong inputs.
Garbage matte set up wrong:

Garbage matte set up right:

Quick tip: when dragging a connection to a node, hold down Alt then release the mouse button with the connection over the node. It pops up a little menu in which you can choose which input to connect your pipe to:

If that's not your problem, show a screenshot of your node layout.
PS. in case you've not yet seen a good tutorial on keying in Fusion, here's a couple of tutorials using the DeltaKeyer and CleanPlate (which often gives much better results than the DK on its own). First one is beginner friendly, the second intermediate+.