Depending on what options you may have tried, there are a few
that could remove the messages and attachments from iCloud;
however any other devices with those, could re-populate again.
• Use Messages in iCloud - Apple Support
https://support.apple.com/en-us/HT208532
This could in effect be similar to batch removal, if it works OK.
May be fine if you had backups of a few messages, elsewhere.
Learn more about the Continuity features for your Apple devices
Could help to see how the features are shared, to disable them?
You could try & maybe use Siri to remove messages ~ in mass?
This may involve tedium, reading secondary links to find details.
• How to use Siri on your Mac - Apple Support
https://support.apple.com/en-us/HT206993
There are a few good clues, where I found some earlier info;
in Search results, such as this duckduckgo shows:
https://duckduckgo.com/?t=ffab&q=delete+conversions+in+messages+macOS&ia=web
When I first saw this discussion a few days(?) ago, suggestion
to use Command-Line & go into system to remove Messages.
Seemed too extreme. [And chancy. ~ Did not try any.]
Most results suggest you cannot batch remove your messages, instead you
have to select each conversation as I'd previously suggested, in early reply.
Some ideas here, have been depreciated in later macOS versions:
https://apple.stackexchange.com/questions/324452/how-to-delete-all-
conversations-all-at-once-in-imessage
You may have better luck in using iPhone to deal with messages.
Last added (May '20) in above suggested user found iPhone means.
https://apple.stackexchange.com/a/390142
Good luck & happy computing!
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