Ok, your actual problem with the messaging application is the SMS delete having no multiselect feature, you are happy with how it behaves otherways?

Well what comes to my mind as the quickest way to fix this would be a separate application to select and purge messages straight off the SMS database

The DB interface is known as the SMS backup/restote tweak uses it, and this way one would not need to worry about interfacing to the system message delivery path.

How does that sound?