Brain damage is your friend. I’ve noticed that if I highlight more than one feature in the feature tree and then hit the delete key, it unselects everything but the topmost feature.
It has always been frustrating to delete things. If you highlight several things it may delete all of them, but if there are children (I think this is what matters) it will decide to only delete the top most thing that has children. I have never figured out how it selects what to delete and have cursed quite a bit about it. Especially, when you need to delete a large chunk of the bottom of the model and you remember how you could clip delete in Pro/E and delete from that feature to the end of the tree.
There is a check box at the bottom to not show again, if that his been checked it can be brought back in Options, System Options, Messages , dismissed messages.