Select several files, right click REM, slide to "Remove", slide to "Physically. . " and click it, click "Yes" in the warning dialog, and _only_half_of_the_selected_files_are_deleted!_
Repeat and only half of the remainder go away. Keep repeating until only one is left. It's a good thing that half of the _last_ file doesn't get deleted. ;]
I've reported this twice before, but the forums changed over to different systems both times and my reports were apparently lost. This 'undocumented feature' has always been there and I'm surprised it has not been squashed or at least put in the docs.