Hello, I have bad news for you, I couldn't believe there was no delegation warning with the "with" function, I tested on my side to solve a current problem that I have, and tried with different delegation limits.
The result: the formula with the function "with" does indeed show no delegation warning:

But in fact, it is as well limitated as the formula with the delegation warning. In the screenshot, the delegation limit was set to 3 (default is 500). There is no change at all between the two formula.
So I advise you to not use this solution if your dataset will get more than 2000 registration.
My supposition is there is no detection of delegation warning yet with the "with" function.
I beleve unfortunatly there is no solutions for these kinds of problems, that depends of the data set, I have encountered another solution with the utilisation of a gallery but it does not work as well (it is limited on what the gallery actually show), that only erase the delegation message with no actual impact with the data return.
Sorry and best regards,
Get me tuned if you have any solution with sharepoint datasets.