Currently you can only delete 1 department at a time, the only options when 2+ departments are selected is about messaging. The goal is to select multiple departments where users = 0 and delete them.
For many new customers we set up possible departments and then clean up once they've finalized their users. It's easier/cleaner to setup all at once using an automation we built and overnight sync and clean up later - there is a large risk for user error if we clean up on the front end, if someone misses creating a department and then a user is created without that department there is a lot of clean up.