It's not just Massachusetts finding that the vaccine doesn't prevent infection. Iceland[2], France, Britain, Germany[2], Australia[3], and Israel[4] are seeing diminished effectiveness of vaccination. The Israeli study in particular is interesting because it divided the vaccinees into two groups of equal size, partitioning by median time since vaccination (146 days), and found that the cohort vaccinated earlier see less protection than those vaccinated more recently. That seems to suggest it's not necessarily the delta variant that's making the difference but time since vaccination.

[1] https://www.icelandreview.com/society/covid-19-in-iceland-va... [2] https://www.seattletimes.com/nation-world/germany-france-and... [3] https://youtu.be/46vq4Mn2DUQ?t=270 [4] https://www.medrxiv.org/content/10.1101/2021.08.03.21261496v...