Sometime this month or next Apple will release iOS 12 and in Messages in iOS 12 is a feature that allows you to delete an entire "conversation" of messages in one operation.
Maybe I'm not clear on what you mean, but it is possible to delete an entire "conversation" of messages in one operation now. See my post above; I do it all the time. with iOS 11.x.
On a Mac since 1984. Currently: 24" M1 iMac, M2 Pro Mac mini with 27" BenQ monitor, M2 Macbook Air, MacOS 14.x; iPhones, iPods (yes, still) and iPads.
