If you view the album where it gives you the tracklist of songs, you can delete them from there as well. Still more of a pain than deleting the whole album in one move, but easier than searching through every song in your library.

Edit since HN won't let me reply:

I see a "Remove from library" in your screenshot, which I assume does the same.(Edit 2: Didn't realize there were 2 images, so I'm wrong there) And I've never had anything appear in my library that I didn't add, so I cant really check, but you seem to be correct, since I have the same menu as I do in "Songs"

Edit again:

That looks like the menu I get when I hit the album's menu button, here's what I get when I hit the one next to the song while viewing the album:

http://imgur.com/OzkhnDn

but that isn't a Google-added one, so ymmv. (However the web interface lets you delete entire albums at once, so I'm not sure why you can't in the app.)