This is one of those situations in which I have found myself more than once in need of, when editing posts or products in bulk, that is, with the batch editor, not only changing the category assignment massively, but also removing a category en masse: And this, you cannot do with the native WordPress batch editor.
In some cases I had ended up doing it manually like a donkey, or with another type of tool that was too powerful and complex for the basic need I had.
I have sometimes tried even checking and unchecking the category again, but it is useless, this bulk edit form that WordPress brings by default is only additive, not subtractive.
This also happens a lot in WordPress, for a specific functionality need it can get complicated... it is not difficult to fall into the trap of "overengineering" and move away from the KISS paradigm (Keep it simple, stupid).
I found a very good plugin that, just by activating it, under the metaboxes of the bulk editor for taxonomy and category terms, adds a new checkbox that activates the delete functionality. It's that easy, that simple.
Keep this in mind for the next time you need to delete post categories or products in bulk.
UPDATE: Well, since I'm an idiot, I haven't been able to do this, but since WordPress 6.7 this feature is no longer necessary, as the plugin authors clarify:
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