This annoying change was ushered in with Yosemite. However, there is a relatively simple workaround. (Note: I'm using Safari 9.0 in Yosemite, but I suspect the procedure is the same for El Capitan.)
From Safari's History menu, choose Show History. In the window that opens, you can clear individual entries, a day or days, or your entire history. See
How to Clear History But Not Website Data in Safari 8 for more details.
Note: on my Mac mini with 4 GB of RAM, clearing weeks' worth of history ties up Safari for quite awhile; it's clearly a memory- and processor-intensive operation.
