The difference between the two scenarios is that the first ties in the DD-500 switching with everything in your rig, recalling a preset on your delay, turning on or off loops, selecting presets on other devices, etc. All at the same time with one button press. The latter option only controls the DD-500.
Sounds like you want the latter, so edit a button and set as follows:
Mode: Normal
Type: IA
Group: 1 (assuming you're not using that group for anything else)
Turn these checkboxes on: Send on Preset Change, Update on Preset Change, IA Link. All others should be off
Set name and colors as desired
Add one action to the button:
DD-500 / PC off:None on:0
The other button should be the same, except the action should be:
DD-500 / PC off:None on:1