In the folder, click once to highlight the 1st pic , then control UP or DOWN key to continue highlighting....then delete key.

I often copy the best "photos du jour" into a "keeper" folder.
These photos will be airdropped to the ipad for showing off, or for further processing for printing or whatever.

I create a new folder and drag pictures I want to keep into it.
I hate scrolling, so I make that new folder a separate window or drag its icon into the sidebar.

This works with one file or multiple ones, but is always stable. A goof-click won't deselect 20 or more files. (ARGGHH)
Problem is: when I make picture icons big enough to see clearly, it's a pain to select multiple ones, and that often means scrolling.

refresher course:
To select multiple files.
Shift-click selects a continuous range.
Command-click adds/subtracts from your selection.

Command-delete deletes files (moves them to trash)

HTH