Gullinbursti's delayed attack unaffected by taunt

But that is how it is working.
Other delayed attacks for example: Carol’s bomb or the upcoming Season 5 heroes exploding Fiends are ingoring Taunt too when they deal damage.

Also Rayne’s poision ailment is ignoring Taunt too as it can spread with active Taunt too to any nearby heroes.

This behaviour is confirmed by @Petri here: