For the divisor summatory function
$$D(x)=\sum\limits_{n=1}^x d(n)\tag{1}$$
one has $$\zeta(s)^2=s\, \mathcal{M}_x[D(x)](-s)=s \int\limits_0^\infty D(x)\, x^{-s-1}\, dx=\sum\limits_{n=1}^\infty \frac{d(n)}{n^s},\quad\Re(s)>1\tag{2}$$
where the integral is evaluated term-wise.
Wikipedia indicates $\Delta(x)$ is given by the inverse Mellin transform
$$\Delta(x)=\mathcal{M}_s^{-1}\left[\frac{\zeta(s)^2}{s}\right]\left(\frac{1}{x}\right)=\frac{1}{2 \pi i} \int\limits_{c'-i \infty}^{c'+i \infty} \zeta(s)^2\, \frac{x^s}{s} \, ds,\quad 0<c'<1\tag{3}$$
where
$$D(x)=x \log(x)+(2 \gamma-1)\, x+\Delta(x)\tag{4}.$$
Defining $\Delta(x)$ slightly differently as
$$\Delta(x)=\Delta_k(x)+\Delta_Y(x)\tag{5}$$
where
$$D(x)=x \log(x)+(2 \gamma-1)\, x+\frac{1}{4}+\Delta(x)\tag{6},$$
$$\Delta_K(x)=-\frac{2}{\pi} \sqrt{x} \sum\limits_{n=1}^\infty \frac{d(n)}{\sqrt{n}} K_1\left(4 \pi \sqrt{n x}\right)\tag{7},$$
and
$$\Delta_Y(x)=-\sqrt{x} \sum\limits_{n=1}^\infty \frac{d(n)}{\sqrt{n}} Y_1\left(4 \pi \sqrt{n x}\right)\tag{8}$$
evaluating term-wise Mathematica gives the Mellin Transform
$$s\, \mathcal{M}_x\left[\Delta_K(x)\right](-s)=s \int\limits_0^{\infty} \Delta_K(x)\, x^{-s-1} \, dx\\=2^{2 s-1}\, \pi^{2 s-2}\, \Gamma(1-s)^2 \sum\limits_{n=1}^{\infty} d(n)\, n^{s-1}=\frac{1}{2}\, \csc\left(\frac{\pi s}{2}\right)^2\, \zeta(s)^2,\quad\Re(s)<0\tag{9}$$
where the condition is inconsistent with the condition in formula (3) above.
This would seem to imply
$$s\, \mathcal{M}_x\left[\Delta_Y(x)\right](-s)=s \int\limits_0^{\infty} \Delta_Y(x)\, x^{-s-1} \, dx\\=\left(1-\frac{1}{2}\, \csc\left(\frac{\pi s}{2}\right)^2\right)\, \zeta(s)^2\tag{10}$$
in some sense.
Evaluating term-wise Mathematica indicates the inverse Mellin transform of $\Delta_K(x)$ is
$$\mathcal{M}_x^{-1}\left[\Delta_K(x)\right](y)=\frac{1}{2 \pi i} \int\limits_{c-i \infty}^{c+i \infty} \Delta_K(x)\, x^{-y} \, dx=\\-\frac{2}{\log^2(y)} \sum\limits_{n=1}^{\infty} d(n)\, e^{\frac{4 n \pi^2}{\log(y)}}=-\frac{2 \left(\psi_{e^{\frac{4 \pi^2}{\log(y)}}}^{(0)}(1)+\log\left(1-e^{\frac{4 \pi^2}{\log(y)}}\right)\right)}{\log\left(e^{\frac{4 \pi^2}{\log(y)}}\right) \log^2(y)},\quad 0<y<1\tag{11}$$
where $\psi _q^{(n)}(z)$ is the q-polygamma function.
The following figures illustrate the magnitude of $\Delta_K(x)$ decreases rapidly when evaluated along vertical lines, whereas the magnitude of $\Delta_Y(x)$ increases rapidly when evaluated along vertical lines which makes me suspect the inverse Mellin transform of $\Delta_Y(x)$ doesn't converge.
![Illustration of formula (7)](https://cdn.statically.io/img/i.sstatic.net/UsAKuBED.jpg)
Figure (1): Illustration of $\left|\Delta_K(2+i t)\right|$ where formula (7) is evaluated at $N=100$
![Illustration of formula (8)](https://cdn.statically.io/img/i.sstatic.net/iVACKUZj.jpg)
Figure (2): Illustration of $\left|\Delta_Y(2+i t)\right|$ where formula (8) is evaluated at $N=100$