How to delete all data when uninstalling a module without going in manually in PHPmy Admin?
Modules should clean up after themselves. If they aren't, you should report it in the module's issue queue.

But, at least with D7, there isn't really much that should be left in the database. Most modules that create tables delete them when they are finished. The biggest area where things are left behind is in the variables table - many modules don't clean these out. You can safely delete them after module uninstall though.