There isn't currently a feature for this but there should be in the next update.
One indirect way to accomplish it is to use the "Import" feature with a dummy text file (any file that isn't actual email addresses, really). Choose the option "Delete all users on list before importing" and "Import" the file. The script will not import anything but will instead show a number of bad addresses and your list users will be deleted.
The other way is to run a custom MySQL command in PhpMyAdmin:
delete from lm_users where list = '1';
Regards