Delete
on its own is better than Delete {allfile$}
, since it applies to the selection by default automatically.
The main issue here is that the double-click events inherently only apply to the file that was double-clicked, not to all files.
You can override that with a small script:
@language jscript
function OnClick(clickData)
{
var cmd = clickData.func.command;
cmd.deselect = false;
cmd.ClearFiles();
cmd.AddFiles(clickData.func.sourcetab.selected);
cmd.RunCommand("Delete");
}