I agree that a key concept of Continuous Delivery (CD) is that CD <> Continuous Release.
Not all development deliveries are suitable releases and the criteria for a development delivery is a subset of those for a release. You should always be able to go back to any release, in fact to any delivery.
The key skills in achieving this is good management of source control. What I am referring to is primarily branching and merging. I have worked on projects where this has been achieved for the database through scripts, however, due to the complexities of databases sometimes a manual procedure has needed to be performed. In those cases documenting and storing the release process is more important than ever to achieve the requirement to be able to repeat any delivery (and, hence, all releases).
-- Stop your grinnin' and drop your linen...they're everywhere!!!