Adding to Jim's approach, this code uses the caption command to show what columns are being deleted. If the table is small the caption messages will flash by very quickly, but for larger tables it will give users an idea of progress.
Names Default To Here( 1 );
dt = Current Data Table();
count = 0;
nr = nrows(dt);
nc = ncols(dt);
For ( i = nc, i >= 1, i--,
If ( Col N Missing( Column( i ) ) == nr,
col_name = column(i) << get name;
caption("Deleting column " || col_name);
wait(0);
dt << delete columns( i );
count++;
);
);
// Remove the caption box
caption(remove);
wait(0);
New Window( "Message", <<modal,
Text Box( Char( count ) || " Columns were deleted" )
);