Current moderation queue is suitable for few items only, it is nightmare if you have hundreds of items and it is become useless if you have thousands of items as you can see in this screenshot:
I have around 13k users in moderation. Click on this link is a nightmare, you must wait for seconds. The same for other queues.
It is not only pagination and select all button but also something more effective. I believe XF dev team is looking into this in 2.0.