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I find it fascinating that it was important to both the preceding feminine oracles, and then immediately to Apollo, the masculine god of prophesy. Maybe it sort of represents a unity or handover point between them. As you suggest, represented together in one symbol like the Shiva Lingam...
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Oracle of Delphi is also the omphalos which is defined as belly button or navel but literally is Om + Phallus which in India is the lingum coming out of the vagina.