The Δ Episode is essentially about a giant Meteor (know as the "Grand Meteor Delta", in the Manga), heading towards the Earth, threatening to cause a Mass Extinction Event (similar to what wiped out the Dinosaurs IRL).

Now, the Mossdeep Space Center detects this Meteor at the beginning of the Δ Episode, and devises a plan to stop it, by launching a device called the "Dimensional Shifter" into Space, in the path of the Meteor, by using Rockets powered by "Infinty Energy" (which is derived from the Life Energy of Pokémon) which were developed by the Devon Corporation.

This "Dimensional Shifter" is supposed to create a Wormhole in the path of the Meteor, to essentially "Warp" it away from this World, thus preserving all Life.
(Aside from the Pokémon that were killed to power the Rocket, of course.)

Now, the Space Center guys and the Devon guys aren't the only ones who know about the Meteor's approach.

An Ancient Tribe of Dragon Masters, known as the Draconids (or the "Ryuusei no Tami, in Japanese) also know about it, and foresaw it's arrival over a thousand years ago.

The Draconids have their own plan for dealing with it, by having their Chosen Lorekeeper, Zinnia, Summon Lord Rayquaza to the Dragonhark Altar (at the top of Sky Pillar), and to have her Mega Evolve Rayquaza, and ride Mega Rayquaza into Space, and shatter the Meteor to pieces by using the Move "Dragon Ascent".

Now, both of these plans would Save this World, however, the Draconids have knowledge of another World, similar to the one in Ω Ruby/α Sapphire, in which they say a second Hoenn Region exists, but that things happened differently in that Hoenn Region (and in that World in general), and that many things that exist in this World don't in that one.

This "Other World" the Draconids speak of is the one in which the original Ruby/Sapphire/Emerald Versions take place, which the person playing the Game may or may not be aware of, but that the Mossdeep/Devon guys are definitely not aware of.

Zinnia busts into the Mossdeep Space Center, and (among other things) steals the Dimensional Shifter.

Afterwords, she explains the Legends of this "Other World", and goes on to explain how this "Dimensional Shifter" of theirs will relocate the Meteor directly above the Other World's Hoenn Region, and explains that in that World, using such technology to save themselves isn't an option, as the technology doesn't even exist there.

During this conversation, she even asks the Player if what she's saying makes sense (what you say doesn't affect the progression of the Story, though), but the Mossdeep/Devon guys, however, aren't interested in hearing what she has to say, and are only concerned about saving their World.

Then, she says "It looks like it's beyond the power of your imagination", and crushes the Dimensional Shifter in her hand.

Surprisingly, it would seem not a lot of Pokémon Players understand why Zinnia does this, or the various other actions she takes throughout the course of the Δ Episode, leading to a lot of people hating on her.

To me, however, that's one of the defining moments of the Δ Episode, and that is one of Zinnia's best lines.

When she says this, she is saying to those people that they can't even open their minds to the possibility that there is something VERY wrong with their thinking, and with what they are planning to do, and that it is "beyond the power of their imaginations" to even consider the Truths which she is trying to share with them.