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There are a lot of Dalby families in Northern England, I am from Yorkshire. That part of the world was once a part of the Kingdom of Denmark and also included Norway and part of Sweden.
York (or Jorvik) was a major Danish/Viking town and it is no surprise that many of the Yorkshire family names are Danish in origin. My research indicates that the surname Dalby probably has a simple descriptive genesis from Danish 'Dal' meaning dell or valley and 'by' meaning hamlet/settlement/farm. Dalby would then indicate the name of someone who lived in a farm in the dell.
I guess that would suggest that many Dalbys are not related at all, but that they lived in similar places.