The makes a nice picture, the best ruin left at the site. It's not very big, and its use is not at all clear, probably they sold shish-ka-bobs. It looks like a late addition to the site, one of the artistic anomalies that is created when a society is in decadence. Delphi was a favorite picnic spot for wealthy Athenians--they had everything just like the state fair. Racetrack, concessions, fortune-tellers, you name it. The sky is very clear and it is far enough from Athens that city lights are not much of a problem. The Grotto no longer gives off fumes, and the show is over.
So it might have been an ancient fast-food outlet?. Oh well. Perhaps archaeologists of a later age might ooh and ah over the ruins of the mysterious golden arches...