I've played around with this a little and I may be able to replicate what you're seeing, but there are many gotchas.
First, from your description, it sounds like you're creating a table on your sheet.
Then you're using one or other of the filtering options to restrict the visible rows on the table to some subset of data.
Then you're selecting those rows. Because Excel inherently also selects the intermediate hidden rows, you're then using Option-; to select the visible rows, right? Then you're trying to delete those rows.
I can replicate this both working and not working.
It does work if I select the cells within the table - I can then use Edit -> Delete Row to delete the highlighted rows.
However, if I select the entire row, - i.e. the selection extends beyond the boundaries of the table - the delete option is not available.
So it seems that Excel is sensitive to the table border and won't let you delete a row that extends outside of the table. Constraining the selection to be within the table boundaries does seem to work.
If my analysis is correct, and that is inconsistent with how it works on Windows, then I suggest Microsoft support is the next port of call.
Either that or migrate your data to Numbers, where tables are inherently discrete and you wouldn't have this problem :)