AFAICT, there's no way to select All when the Dictionary pops up using Spotlight. All you can do is reorder the items so Thesaurus is the default instead of Dictionary.
If you want to report this issue to Apple's engineering, send a bug report or an enhancement request via its Bug Reporter system. To do this, join the
Mac Developer Program—it's free and available for all Mac users and gets you a look at some development software. Since you already have an Apple username/ID, use that. Once a member, go to
Apple BugReporter and file your bug report or enhancement request. The nice thing with this procedure is that you get a response and a follow-up number; thus, starting a dialog with engineering.