Welcome to the Wyze User Community Forum @cm.belledonne! 
Unfortunately no. You can only delete the number of videos that have been loaded into the Events list from scrolling. To delete all of them, you have to scroll to the bottom to load all of them.
I don’t know that they are working on changing that. It has been requested in the Wishlist (link below).
But, I don’t delete anything. Wyze is going to do that courtesy for me in 14 days anyway. The videos are on their servers, not my phone or Cam SD Card, so it isn’t any storage space I need. I just use the Events Page Filters to narrow down what I want to see.
You can follow the link to that post, like it, reply to it to support the feature request, then go all the way to the top of the topic to Vote.