As Wim says, you can use MultiSelect.
For me, does not work with SysEx channel, but will work if you choose each channel and use MultiSelect. I used multi select to delete more than one measure in SysEx channel, but if I change the SysEx's END measure to the last I want it to be, it automatically change to maximum as rest of channels have events. Maybe I miss something.
I think Midi Multi Recording is unfinished
It was simple in the first screen when you select Quantize, or Delete, or whatever function down there in screen, tho show a screen to choose "From measure to Measure" and execute function to selected channels
Easy
(for us, for them is harder
)