Hi Freya Leader,
Thanks for using Microsoft products and posting in the community.
I understand that you bulk delete completed tasks and I understand your confusion.
You can use the following method to multi-select tasks:
Hold Ctrl + click or box: multi-select, release when not clicking on tasks
Hold Shift + Single: select all tasks between the last click and this click
To delete a task, do so in the list view of the task. Using the above, you can delete multiple completed tasks at once by selecting all the tasks you want to delete, then right-clicking and selecting "Delete Selected Tasks".
I hope the above information is helpful to you. Looking forward to your reply.
Best Regards,
Linda-MSFT | Microsoft Community Support Specialist