Double-clicking the imported region opens the track editor which shows the notes above and all the other data below separated by tabs. Selecting a tab should display the data of that type. Velocity, Modulation, Pitch Bend and After Touch tabs are there by default even if there is no data of those types. All other MIDI data present in the region will display a tab of that data type.
To delete all of the data of a given type, right click on the tab and select Remove, all of the data of that type will be deleted.
To remove the data manually, you must delete the individual nodes (the dots that are specific data points) by selecting and deleting or by using the eraser tool.
BTW, if you have moved the left border of the region to the right and covered up controller data, you will not see the nodes and be unable to delete the data manually.