Cmd + Delete is (obviously) a macOS only shortcut. I may be wrong but I think Neovim removed the runtime files that provided OS specific shortcuts. Anyway you can achieve the same using the standard
Ctrl + U. I say standard because you can try this shortcut on most Unix terminal applications (try it directly in Bash!) and it does the same regardless of the operating system (that means
Ctrl + U does the same in macOS, any Linux distribution, FreeBSD, Windows Subsystem for Linux, etc.)
Vim and of course Neovim make heavy use of standard terminal shortcuts, for example you can suspend them and go back to your command line with
Ctrl + Z, or delete the word before the cursor with
Ctrl + W.
:h CTRL- and then
Tab will allow you to see all the shortcuts with the