You can’t select multiple styles in the Styles pane while in hierarchical view. However, you can in all other views.
Only custom styles can be deleted. If you select multiple styles that include build-in styles, deleting will be disabled.
Thus, to delete multiple custom styles, switch to the “Custom styles” view. Select multiple styles to delete with the usual shortcuts. With the keyboard, you can select styles using the arrow keys while pressing the shift keys. Multiple styles that are not adjacent can be selected by using the arrow keys while holding the Ctrl key, and hitting “Space” to select or unselect a style. Ctrl+a can be used to select all styles. Also with the mouse, holding Shift or Ctrl allows to select multiple styles.
The selected styles can be deleted with the “Del” key. A confirmation dialog will be shown if one of the selected styles is in use. Styles that are not in use will be deleted without confirmation.
In hierarchical view, you cannot select multiple styles. You only delete a single style there, and styles that depend on it, are “promoted”.