Add the tag <can_be_empty>1</can_be_empty> with the field in system.xml file and now you should be enable to Unselect the multi select values.
Ex:
<field id="hideprice" translate="label" type="multiselect" sortOrder="1" showInDefault="1" showInWebsite="1" showInStore="1"> <label>Hide Price For</label> <source_model>PHPCodez\Permission\Model\Config\Source\Group\Multiselect</source_model> <can_be_empty>1</can_be_empty> </field>