I would appreciate being able to delete multiple selected files in Film Strip view as well as Grid view in the Library. It's confusing and annoying that it doesn't do this currently, and wasted quite a bit of time wondering why 1 file would delete but the rest of the selection would not.
Lightroom doesn't know whether you're looking at the one big photo or the multiple selected photos in the Filmstrip, so it errs on the side of caution.
You have 3 options:
1. Always delete multiple from Grid view.
2. Right-click on the thumbnail in the Filmstrip and select Remove Photos there... then LR knows you're looking at the multiple photos, as you've just clicked on them.
3. Turn on Metadata menu > Auto Sync and then all metadata actions including Delete will behave like Grid view - but just be careful that you remember it's turned on, otherwise you could apply an action to multiple photos without realising.