Right-click to select & multiselect
FYI, you could always (since the first public release with the Windows 8 Consumer Preview) delete multiple emails at a time with the Mail app - just select them (by right-clicking) and then Delete. What may have thrown you off is that the mouse sign for selection (both single and multiple selection, standard across all Windows 8 apps and the Start screen) is now right-click instead of Ctrl-click. This is different from desktop and requires a bit of relearning, but it has the advantages of
1) Requiring only a single mouse button press instead of keyboard + mouse
2) Combining several things which were disparate concepts in desktop - context menus, menu bars/ribbons, single selection, multiple selection, and "hide/show the tools mode" - implemented differently in every app - into a single consistent action - right click - that means "show the contextually relevant commands" wherever it's used
In the RTM you can also Shift-click for contiguous multiple selection in a number of apps - at least Mail, SkyDrive and Music - though unfortunately not on the Start screen.