You can, click the record, not a cell, but the record itself, like a leftmost click, then click the trash can, than click to save.
This is something that always drove me to insanity with the old pgAdmin III: that once you had made a SELECT query and got a bunch of records returned, there was no way to delete ones you immediately spotted with your eyes as "bad records". You always had to manually note the ids and then make a separate query for each one.
Sadly, this still seems to be the case with pgAdmin 4... unless I'm missing something?