I am hoping to create an audience of subscribers who have not ever opened any email from us. In trying to build this audience, it looks like I need to select each delivery individually. Is there a way to do this more holistically?
You should be able to use the Tracking Log table since it is linked to the profile to identify EM engaged people. If you don't filter by a delivery, then you can identify and include/exclude people ever opened/clicked on any email.