In the AuctionMaestro Pro integration, we don't have an option to delete transactions from the Import Transactions screen if they shouldn't be added into The Raiser's Edge. They have to be linked to a record, added to a batch and then be deleted from there. This can cause a significant amount of work if there are many transactions that have been downloaded in error.
I wholeheartedly agree. This would be a gigantic help for us.