I believe what you’d like is hidden under the Edit menu. If you hold the Option key and select the Edit menu, you’ll see Deselect All as a menu item (keyboard shortcut: Command-Option-A).
Glad I found this topic, as I encountered this issue today and was rather confused.
Although there's a hidden menu command, it also seems reasonable that simply clicking in the margins outside or below the list of actions would deselect any selected actions. That's a reasonable expectation based upon macOS conventions.
Dear developer, please consider this enhancement. Thanks!
I wasn't aware of the keyboard shortcut, so that's a great find! What I had been doing is just clicking a non-selected action (which unselects the others and selects that one), then Command-clicking it. But the keyboard shortcut is the way to go from now on.