That's the point. If you have to do it row by row, you absolutely must be done inside one page load, or schedule it across page loads, but you have to be much, much more careful than the alternative.
If you can do it in a single query, the query runs atomically and doesn't affect anything else, but if you do it row by row, you have to do it row by row and be sure to be finished before actually deleting the member row.