you are rigth, double click on a trace in VX1 does select also the component pins. To get the delay you can open the Constrainet Editor window and select a trace.
Use the 'Actual' bottom at the top to switch on the delay.
You can also see the number of vias used for a net, or you can select more than one trace to compare length or delays. Just open the Constrainet Editor and select a couple of nets.
I am a big fan of Analysis>Target Lengths It was in 7.9.x but it has been updated for VX and a big help when tuning Busses in Xpedition!
If you set your tuning in CES to be TOF this form will show time instead of length. I am dealing with packages so I have to switch the Units and number of decimal places in both CES and Xpedition.