Understanding how Messages works...Deleting from multiple devices.

Hi,

I own numerous Apple products. On my Mac Pro I was going through a lot of messages that I want to delete from ALL my devices. When I went through them it said..."If you delete this message it will be deleted from all devices"... which I said yes. This worked on my Ipad, but it didn't work on my Iphone.... Not sure why.

Also, Can you select multiple messages and hit delete?? Or do you need to go through them one at a time?

Thanks for any help!!