I agree. Being able to delete individual cookies or other resources for a website was one major advantage opera had over other browsers.
As a developer it was extremely useful for testing since you could clear resources for your testing url without affecting general browsing and logins.
A suggestion would be to reintroduce the management screen as alongside this new chrome-esque option as something like "Manage browsing data". That way you maintain the convenience of clearing history the chrome way while not losing the flexibility that existed in the previous version.