I totally hate the way Apple deals with the photos on the iPhone. I was facing the same issue and found this simple solution on another board:
Use Import in Preview
After you connect your iPhone to your Mac, you are able to import photo. You just need to use import in Preview.
File…. Import from iPhone 4s….
Use Preview to delete photos
You can see your photos thumbnails in the Preview Import screen. Choose any files that you want to delete, select those files and click on the DELETE button. Make sure you have backup all your important photos before delete, because this will delete those photo permanently. Use this with careful.
If you want to delete all photos from the iPhone, you can select all photos by using Command + A, then only click the delete button.
All due propos to: http://www.justin.my/2012/08/how-to-delete-all-photos-from-iphone-on-mac/#ixzz2k qDeeOx6