How are high voltage power lines earthed?
High voltage transmission lines are NOT delta connected. They are almost exclusively grounded configurations (fed from grounded-wye windings) in North America and elsewhere.  Just because you only see 3 phases and no neutral on the right-of-way doesn't make it delta configuration.  At distribution levels it is also largely grounded-wye.  There are resonant grounded distribution systems that use grounded-wye source transformers with Peterson coil in neutral.  There are also delta configurations.  These later two more prevalent outside North America.  Of course you can always find exceptions as well.
Transistor shows a link above that discusses differences in distribution between North America and Europe.  Check it out.