You can delete multiple roles by Debug mode and by SCAT
By Debug mathod
In SE38 run program AGR_DELETE_ALL_ACTIVITY_GROUPS, run in Debug mode, enter in the AGR's you want to delete, when you get to these commands:
CALL FUNCTION 'PRGN_CHECK_SYSTEM_TYPE'
EXCEPTIONS
SAP_SYSTEM = 1
OTHERS = 2.
IF SY-SUBRC <> 1. EXIT. ENDIF.
You need to chagne SY-SUBRC to equal 1.
This tells the program that it is a SAP AG syste, which in turn will let the program continue.
You have the choice of deleting the roles by using Modules (Same as clicking the delete button in PFCG) or directly from tables (this misses a lot of tables and usally leaves the profiles still on the system).
Better to setup a Macro using Modules.
By SCAT
Tcode SCAT and record PFCG with delete option of a role.
Then find the field from the test case and create a parameter for that. Export default variant. Then edit this file by entering the roles you want to delete. Finally execute the test case with the variant file. Works well.