Yes, this is by design. Notice that if you select "My pages" filter or "Published" filter, the Sort pages type is changed. In "All Pages" you have sorting by hierarchy, that's why the "select all" checkbox is missing , to prevent the user harming some child pages.
the Telerik team
Do you want to have your say when we set our development plans?
Do you want to know when a feature you care about is added or when a bug fixed?
Telerik Public Issue Tracking
system and vote to affect the priority of the items