When "delegating" to a pool, ADA are NOT sent to pools. The transaction that broadcasts delegation settings is actually a transaction to yourself. The transaction uses one or several UTxO (coins) to pay for the fees, and return them back to the user's rewards wallet, minus the fees. The transaction acts as a certificate that is published on the chain stating "from now on, I delegate my funds to X Pool". When doing this, ALL coins in the rewards wallet get delegated, regardless of whether they were selected and used to pay for the delegation transaction.