If you try to remove all the items that are selected from the SharePoint list directly, as the items are being removed the gallery will be refreshed (since the data source is changed), so you may have some issues. What you can do instead is to first collect all the items that you want to remove in a local collection, then go through all those items (using the ForAll function) and remove them from the SharePoint list.
For example, I have a list called 'deleteme20200202' which is the source of the items of my gallery (Gallery1). Inside the gallery I have a checkbox (Checkbox1) and outside a 'Remove selected' button, with the following OnSelect expression:
ClearCollect(itemsToRemove, Filter(Gallery1.AllItems, Checkbox1.Value))
;ForAll(itemsToRemove, Remove(deleteme20200202, { ID: ID }))
For SharePoint lists, we can use the ID column which is present in all elements which is a unique identifier for the item. If you have a different data source, you may have to find another way to identify the item (such as using a LookUp).
Hope this helps!
