It would be nice to deselect individual markups in a layer instead of an all/nothing situation.
@Jonathan Nazario when you say "deselect" are you looking to "hide" a specific markup instead of turning off all of the markups on a layer?
If you are looking to hide a single markup you could use the "hide" option on the right click menu. It is a relatively recent addition to the product so you may not have had it available when you submitted your question in July depending upon what release you were using. 😎