Are you sure you did not accidentally select the first post in the thread? Try "deselect all" and then select the posts you want to be deleted and try again.
I tried it several times over the course of several different days, and each time I redid it, I started by selecting zero, then adding the posts I wanted to, and each time, I got the same behavior.
I neglected, unfortunately, to make note of which thread on my forum it was, but I could certainly try it again and see if I can reproduce it. I absolutely could reproduce it with that thread.
It's not a thing I do very often.
-S-