I also was worried to the idea to spread invalid events; for this reason the NIP is flagged as mandatory.
You are certainly more qualified than I am to express the complexity of an upgrade, but the extended signature check seems to me easier, and it also keeps the events with the same human-readable structure related to the `pubkey`.

> BTW the delegation proof doesn't have to be replicated in every event if we wanted to save space, it could be a separate event.

A delegation proof is ~280B, is it worth the risk of invalidating an event because the proof was not founded? Or adding an async pattern and wait more time to fetch it? 

 I think having the delegation proof immediately accessible may be very important.

But the mandatoryness or the invalidness of all events by non-supporting clients may be too much of a barrier, such that I think it might be better to try all the other alternatives first.