I had a filter with 200 items, 50 per page, and selecting the "all" checkbox selected all 200, not just the 50 on the current page. This goes against web UI from the other most common webforms, such as Microsoft, google, (hotmail and gmail), Jira, etc.
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We considered having the header checkbox select items only on the current page, but decided that the more useful behavior is to have it select all of the items that match the filter conditions.
If the checkbox only selects items on the current page, then performing a bulk action on several hundred items would require a tedious process of handling each page at a time - 20 times if you wanted to bulk edit 1000 features.
I know that the behavior is different in some other tools, but I don't think that difference is because selecting just the current page is better. Rather I think it is because supporting selecting all of the filtered items is more difficult and other tools have chosen the simpler implementation at the cost of ease of use.