Dexter told Delilah that she should give it her all when she plays with her toys. She should play like there is no tomorrow. He tries to follow this advice every day. He admits it can be quite exhausting, but that is the whole point. It lets him get so blissed out he just collapses at the end of his playtime.
Delilah watched carefully as Dexter demonstrated, but she just can't seem to let down her fur the way that Dexter does. She knows that camera is always nearby and might catch her in an undignified position.