You are missing giving us any useful information to attempt to answer.
For example, ‘When I select “all entities” option’ … where?
And, ‘If “all entites” checkbos is selected’ … where?
Those really seem to be the same without context, but you are saying they act differently.
Please see this pinned post
How to help us help you - or How to ask a good question - Configuration - Home Assistant Community (home-assistant.io)