6 years later and as far as I can tell there's still no way to do this.
No, you are not right. The CSV Export includes all activities you load on the All Activities page, and uses the same filter (if you use any). So if you scroll to the very bottom, all activities will be exported to the CSV file.
I would like to be able to export all activities, with all available data about each activity, inluding the GPX track.
GPX Export is an entirely different topics. In GC you can do it individually at each Actvity. If you want doing it in bulk, have a look at the thread https://forums.garmin.com/apps-software/mobile-apps-web/f/garmin-connect-web/166824/is-there-a-way-to-export-bulk-data-to-tcx-or-gpx-files-seems-like-i-can-only-bulk-export-to-csv-and-individual-activities-to-gpx
Awesome - thanks! This was the first response I found in my various searches of the forums, and until now there was no mention of these alternatives on this thread. Even better for my purposes (offline backup) is the solution mentioned in one of those threads:
https://www.garmin.com/en-US/account/datamanagement/exportdata/
which allows you to download all of your data in one zip file. (It says it will email me a link to download the zip file, but it's taking a while.)
(For my purposes, GPX export is not a different topic, but an integral part of downloading my data.)
GPX export is not a different topic,
GPX is a different topic, since this thread was opened with the title "Export to csv all activities not just 20". CSV is not GPX. Bulk CSV export works just fine. Bulk GPX export never existed in Garmin Connect (apart from the mentioned script hack).
As an offline backup of all your Garmin data, the easiest is setting up a dail incremental backup of the USB storage of your Garmin device. In such way you'll have not only all your activities in the original FIT file format, but also other data like daily monitoring data, schedules, workouts, settings, etc.
You can't go and make a cup of tea,
Well, you can also download the full table with the following URL, in JSON format. You can convert JSON to CSV or Excel for example at http://convertcsv.com/json-to-csv.htm
https://connect.garmin.com/modern/proxy/activitylist-service/activities/search/activities