This was new to me, but there is actually a way to truly select all records in a grid:
http://blogs.msdn.com/b/axsupport/archive/2015/02/26/how-to-select-all-the-records-from-a-grid.aspx
http://blogs.msdn.com/b/axsupport/archive/2015/02/26/how-to-select-all-the-records-from-a-grid.aspx