While it's currently not possible to remove multiple songs at once on the mobile app, there's a relevant idea for what you're suggesting in the Idea Exchange here. Feel free to add your vote to it - it's the best way to provide your feedback for new features such as this one.
If you'd like to suggest something different, however, you can always submit a new idea for it.
For more info on how your feedback reaches Spotify via the Idea Exchange, make sure to check out this Spotify Answer.
Hope this info is useful. Give us a shout, if you need help with anything else. We're happy to lend a hand 🙂
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"Where words fail, music speaks." - Hans Christian Andersen