When you use the action "on object clicked" it will "pick" only the object you clicked on.
For your destroying example, you need to specify which object is going to get destroyed, by picking it first.
it can be the one you clicked on,
the one with the highest Y value
the one with the lowest opacity.
however you want to pick it
so for example
On Mouse "enemy" is clicked -> destroy enemy
Enemy.Opacity < 50 -> destroy enemy (this will only destroy and enemy with less than 50 opacity.)
The event "picks" and the action runs the corresponding code based on what you picked.