By the Leibniz rule, I expected it to be
$$\delta \Gamma^\sigma_{\mu\nu} = \frac 12 (\delta g)^{\sigma\lambda}(g_{\mu\lambda,\nu}+g_{\nu\lambda,\mu}-g_{\mu\nu,\lambda}) + \frac 12 g^{\sigma\lambda}(\partial_\nu (\delta g)_{\mu\lambda}+\partial_\mu (\delta g)_{\nu\lambda}-\partial_\lambda (\delta g)_{\mu\nu}) .\tag{1}$$
However, according to Sean Carroll,
$$\delta \Gamma^\sigma_{\mu\nu} = \frac 12 g^{\sigma\lambda}(\nabla_\nu (\delta g)_{\mu\lambda}+\nabla_\mu (\delta g)_{\nu\lambda}-\nabla_\lambda (\delta g)_{\mu\nu}).$$
In other words, the first term on the RHS of (1) is not there and partials on the second term are replaced by covariant derivatives. Why?