Delete all files from an Artist/Album with VLC
No, VLC does not offer the ability to delete an album or an artist in one swoop. 
The issue was discussed in this thread Ability to delete an album/artists etc... 

As stated in the thread:


  That's because we don't support deletion on ext storage.
  This option would appear only for some album/artists with no clue for the user why.
  
  That would be an inconsistent behaviour.