For whatever reason they removed collision from the decals, so it is impossible to aim at them to have them selected for deletion. When aiming at an object, it requires collision for the ray trace to know what you are aiming at. So without collision, nothing will work.
As for the ‘bleeding through’ the wall to show on the other side, this is due to how decals are projected on an object. A decal is basically a 3D box with the texture on all 6 sides. You place the decal on top the surface you aim at. Usually this box is small enough to only make one single side visible. However, when you scale the decal to become large enough, the ‘box’ is large enough to stick out the other side, causing it to project from the opposite ‘face’ of the 3D box as well.
Pictures are often easier to explain:
Your decals on the wall of a cuboid room, seen from inside
Your decals on the wall of a cuboid room, seen from outside
Note: Don’t pay attention to the actual rotation of the decals in this Blender example, what matters is the fact it ‘projects’ the decal on all 6 sides of that decal box, where in your case it projects on the outside as well, as it sticks through.
Edit: Not sure why they went with this way of painting a decal on top a surface using a 3D object to project. There are different ways to accomplish this and in my opinion (speaking from experience) better ways, to prevent issues as yours.