I think it's a feature that Xenforo would benefit from, either as a built-in option (preferably) or as an add-on.
On my old SMF forum, for example, I have threads that span, say, 50 pages, but I've configured the [All] feature on the backend so that users can view the whole darn thread on one page with one click. Imagine having to click 50 times to get through that whole thread. Yuck! I don't think anyone likes to do this; therefore, everyone would like an [All] option.