Tried the keystrokes suggestion. But that only works in a single Mail message window (whichever window is frontmost). I would then need to manually cycle through other Mail message windows to manually delete the extra lines.
No, because your macro's action leaves the email open and the frontmost Mail window. Make sure Mail is the active app before your "For Each" action and add the key strokes required to delete that unwanted first line to your loop.
Unfortunately you've little choice until Apple fix Mail's scripting so you don't get that empty first line -- it does the same when scripted via Shortcuts too, so you can't get round it that way...