There could be many reasons for this.
The most likely reason is that you have a lock date in place. This lock prevents deletion and updates to accounting records. See this guide for more detail:
Alternaively, these records have been referred to in other records, e.g. a Payment referring to an Invoice, etc. In this case, the selection box for some transactions would be grayed out and disabled.
Yet another possible cause is that you might have exceeded some limit to the number of records, similar to this bug report:
I don’t have enough information to say what was the cause in your case, so please full screen screenshots of each step you took to do your Batch Delete operation.