Answer
This is a confirmed, acknowledged platform limitation, not a configuration issue on your end — Aurena's list-loading behavior (loading a limited initial page of records) means 'select all' can only act on what's actually been loaded into the browser at that point, and there's no built-in way to force-load and select an entire large result set in one action. This has been raised as an IFS Ideation request; if it's a genuine pain point for your organization, voting for (or referencing) that existing idea is the way to push for a platform-level fix rather than expecting a configuration workaround, since none currently exists.