Living many-body systems often exhibit scale-free collective behavior reminiscent of thermal critical phenomena. But their mutual interactions are inevitably retarded due to information processing and delayed actuation. We numerically investigate the consequences for the finite-size scaling in the Vicsek model of motile active matter. A growing delay time initially facilitates but ultimately impedes collective ordering and turns the dynamical scaling from diffusive to ballistic. It provides an alternative explanation of swarm traits previously attributed to inertia.