On the search form, there’s no option to search all forums at once - forums have to be searched one at a time.
Maybe not the most important thing in the world, but perhaps, if you were looking for a particular thread or post, but you couldn’t remember which forum it was in, it might get tedious searching them all one at a time?
Unless I’ve misunderstood the question, you can already do this.
Searching without selecting a category on the search form searches all forums at once. It’s the default for the search box at the top too, at least for me.