What does work is a very peculiar, non-standard, non-intuitive and kludgy sequence:
Click on the first marker (not the checkbox)
Scroll down to the end of the list.
Shift-click on the last entry (not the checkbox) causing all the rows to be highlighted.
Then and only then, click on a checkbox. That does cause all the checkboxes to be checked.
But that’s not a good solution. Virtually every app that has rows of data with a checkbox in each row also has a checkbox in the header row that everyone immediately understands accomplishes “check all” (or uncheck all). That is obviously the solution that is needed here. One mouse action instead of the convoluted set of mouse actions I listed above.
If one could shift-click on the last checkbox to light them all up, maybe that would be OK, but the idea of shift-selecting on the rows, not the checkboxes, and THEN clicking on a checkbox is, well, just bizarre. It isn’t anything like like GUI best practices.