There's no such thing as an "all" page in Lemmy or on Reddit.

• Even on a big server like lemmy.world we don't see everything in the "all" feed. Beehaw defederated with us, and some new/small communities haven't had anyone subscribe to them. These are missing from the "all" feed.
• /r/all isn't everything on Reddit either. It's missing nsfw subreddits since 2021, all private subreddits, and who knows what else is filtered. It's a curated selection of top posts to form a "frontpage" for those who haven't built up their subscribed feed yet.

On a private Lemmy instance you are the admin and must curate your own frontpage. Community discovery on Lemmy does kind of suck right now, hopefully it will get better over time. For now, Lemmyverse.net is a good place to discover new communities, and you can browse the incomplete "all" feed of a major instance without an account there. Another responder in this thread suggested creating a dummy account to subscribe to stuff you want to see in your all feed but not in your subscribed feed... and it's fine to do that kind of thing liberally. But it should be a human selected list of finite length. Indiscriminate subscription is bad all around.

You're not the first person to want an /r/all, https://lemmy.directory/ tried. You can still see the announcement at https://lemmy.world/post/21875. It is now, less than one month later... broken. I'll leave you to speculate on why and how you plan to avoid whatever problem shut them down.