Hi Craig,
You may already have found an answer to your question, but having just bought the EX1 and shooting a grad ceremony today, I finished importing subclips to an external 1 TB drive, then trid to delete the files on my SxS card, using XDCam Transfer, and experienced the same frustration as you. Can’t be done.
My workaround was to use XDCam EX Clip Browser, which you probably already have, load the files into that program, select them all, then use the delete command, and it worked.
Dave
MacBook Pro/FCP/etc