Currently, D365 does not allow canceling more than one sales journal from the action pane at a time. The action pane cancel functionality only works when individually canceling sales journals. If more than one record is selected when using the 'cancel' button, the following error will display, "You can cancel sales order lines only if the line quantity has not been processed for delivery. The sales order SO-XXXXXXX is partially canceled and the status is Open order.", which is supposedly working 'by design'.

The idea is that the cancel functionality should be changed to support canceling more than one sales journal at a time. This will allow for mass cancelation and cleanup of sales journal records without having to permanently delete a record or change the order type.