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Sublattice melting is the loss of order of one lattice component in binary or ternary ionic crystals upon increase in temperature. A related transition has been predicted in colloidal crystals. To understand the nature of this transition, we study delocalization in self-assembled, size asymmetric binary colloidal crystals using a generalized molecular dynamics model. Focusing on BCC lattices, we observe a smooth change from localized-to-delocalized interstitial particles for a variety of interaction strengths. Thermodynamic arguments, mainly the absence of a discontinuity in the heat capacity, suggest that the passage from localization-to-delocalization is continuous and not a phase transition. This change is enhanced by lattice vibrations, and the temperature of the onset of delocalization can be tuned by the strength of the interaction between the colloid species. Therefore, the localized and delocalized regimes of the sublattice are dominated by enthalpic and entropic driving forces, respectively. This work sets the stage for future studies of sublattice melting in colloidal systems with different stoichiometries and lattice types, and it provides insights into superionic materials, which have potential for application in energy storage technologies., Hector Lopez-Rios and Ali Ehlen contributed equally