Although I have no involvement in PM coding or testing, it's not a bug, I think, as much as a foolproofing feature.
I've been frustrated by this, too, especially when someone sends me a PMail with, say, ten attachments, most or all of which I want to extract, archive, and then delete. It would seem that I should be able to select attachments by either control or shift clicking, then have them batch deleted. But not to be, apparently.
It may be for fail-safe reasons -- too much concatenated processing at one time on possibly funky message sections. Or not. After all, it wasn't all that long ago that it finally became doable to delete attachments from messages once they had been moved to a folder, albeit only by moving them back to the new mail folder, which itself hadn't been possible up until that time. The reason(s) for this two-step process were well-explained at the time in one or more forum message threads.
Sometimes features just disappear silently into the night, such as the ALT-drag address book entry *move* feature (in contradistinction to the CTL-drag entry *copy* feature), which disappeared a while back. I still miss it, as a shortcut feature. As far as I'm aware, no comment on that ever has been made. Anyone - ??
Although I have no involvement in PM coding or testing, it's not a bug, I think, as much as a foolproofing feature.  
I've been frustrated by this, too, especially when someone sends me a PMail with, say, ten attachments, most or all of which I want to extract, archive, and then delete.  It would seem that I should be able to select attachments by either control or shift clicking, then have them batch deleted.  But not to be, apparently.  
It may be for fail-safe reasons -- too much concatenated processing at one time on possibly funky message sections.  Or not.  After all, it wasn't all that long ago that it finally became doable to delete attachments from messages once they had been moved to a folder, albeit only by moving them back to the new mail folder, which itself hadn't been possible up until that time.  The reason(s) for this two-step process were well-explained at the time in one or more forum message threads.  
Sometimes features just disappear silently into the night, such as the ALT-drag address book entry *move* feature (in contradistinction to the CTL-drag entry *copy* feature), which disappeared a while back.  I still miss it, as a shortcut feature.  As far as I'm aware, no comment on that ever has been made.  Anyone - ??