Distributed execution of deleteByQuery("*:*") depends on the existence of a field _version_ in the schema. The default schema has no comment on this field to indicate its important or relevance to SolrCloud, and no message is logged nor error status returned when there is no such field. The code in DistributedUpdateProcessor just has an if statement that never ever does any local deleting without it.
I don't know whether the intention was that this should work or not. If someone would clue me in, I'd make a patch for schema.xml to add comments, or a patch to D-U-P to add logging. If it was supposed to work, I'm probably not qualified to make the fix to make it work.