This is what the documentation says:
Due to technical limitations, a button with the selection type “Select all” cannot be combined with Remove, Delete, or Select buttons. An Edit button always behaves as if the selection type is “Select page,” regardless of the actual settings of the “Select all” button that had been used to select objects.
https://docs.mendix.com/refguide/select-all-button?utm_source=businessmodeler&utm_medium=software&utm_campaign=modeler