delegate_to does not work for array of hosts passed in to role

The connection: local is used when you want a plugin to execute on
master that normally would execute on the target. You normally want to
do this with cloud modules or modules that use some web api. Some
modules always execute on the 'master' as they are meant to just
change the data in the play like, debug, set_fact, add_host, group_by
so these don't need any connection settings.