What I understand so far:
Business Delegate - In the presentation tier, as an ASP component, provides an interface for ASP views to access business components without exposing their API, therefore reducing coupling between the two.
Session Facade - In the business tier, as a com+ component, encapsulates business objects, provides a course grain interface for views to access business components. Reduces coupling, hides complex business component interaction from views.
So what is the actual difference? They seem pretty similar to me..
The Session Facade resides on the business-tier. A facade encapsulates complex interactions between business objects participating in a workflow, provides a coarse-grained service interface to clients and takes care of transaction boundaries.
The Business Delegate resides on the presentation-tier. It is used to reduce the coupling between the presentation-tier and the business tier and hides the clients from all the complexity related to network calls (locating and calling the remote component, handling exceptions, etc).
So Business Delegate and Session Facade are related and are used together (there is usually a one-to-one mapping between a delegate and a facade) but they are different and have different motivations.
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