Task Parallel Library Task.Delay() usage

I am after some explanation of what's going on.

//VERSION: Async
private async void DoWorkAsync()
{
    Stopwatch stpWatch = new Stopwatch();
    _logger.WriteToLog("Doing some work...etc + ThreadID=" + Thread.CurrentThread.ManagedThreadId);
    stpWatch.Start();

    await Task.Delay(5000);

    stpWatch.Stop();
    _logger.WriteToLog("Work finished on ThreadID=" + Thread.CurrentThread.ManagedThreadId + " ElapsedTime:" + stpWatch.ElapsedMilliseconds);
}

Called as follows:

//loop 10 times
Parallel.For(1, 11, p => DoWorkAsync()); 

So far so good. The tasks do get delayed by approx 5 seconds as expected. (although the Parallel.For loop completes before, as expected).

However if i write the sync version of the above method:

//VERSION: Synchronous
private void DoWork()
{
        Stopwatch stpWatch = new Stopwatch();
        _logger.WriteToLog("Doing some work...etc + ThreadID=" + Thread.CurrentThread.ManagedThreadId);
        stpWatch.Start();

        Task.Delay(5000);

        stpWatch.Stop();
        _logger.WriteToLog("Work finished on ThreadID=" + Thread.CurrentThread.ManagedThreadId + " ElapsedTime:" + stpWatch.ElapsedMilliseconds);
}

i.e. i removed the async/await keywords, and call similarly with

Parallel.For(1, 11, p => DoWork());

, there is no 5 secs delay as before and tasks complete almost immediately (as verified by my log file).

The Task.Delay statement seems to have no effect in the latter case, can i not use it without await keyword?

Hoping some TPL guru is able to explain what's going on please!