That's strange since the diverter is spring loaded to return. It stays down while there's water pressure to aid it. If you can't push it back up easily, my best guess is that there was some debris in the pipes and it lodged in there, preventing it from returning. If it does push back up easily, but won't stay, call Delta for a replacement - the spring may have become dislodged or broken (a rare occurance). Almost everyone makes a straight tub spout without a diverter. I'm 99% certain you could get a Delta one that would just screw on to replace the one you have.
The diverter retracts when the supply is shut off which causes the pressure against it to drop. But, if it's making a really good seal, without a showerhead, the piping isn't open to the air, so the pressure from the valve may make it appear that water is still on and feeding the showerhead. I think a little assistance would make it retract. Worst case, shut the main water off, then open the tub's valve. this will release the pressure, and it should retract on its own.