Indeed. A lot of the old features are gone or not implemented yet. In this case I kind of get it. It was not always clear for end users when an action would be applied to all rows or just the current page or selection. Also if you're going to use all records, you maybe don't really need to show them first. Anyway, you could always use the same source you have on the grid inside your microflow. Retrieve from the database again or execute the data source microflow again (or use an association that you set in that flow) so you can retrieve everything in the microflow instead of passing the objects from the grid. This way you could also implement execution in batches.
If you want to upgrade to Mendix 11.2, you'll at least have the option to select all rows across multiple grid pages.