If there is a hidden “select all”, it’s way deep hidden. And because there is an established location for where this link would go (as demonstrated on the Questions for You page), but the feature still isn’t there, I conclude that the feature does not exist anywhere in the site. The best I’ve come up with is this: shift-click or middle-click the “Stop Following” link for each question on your Activity page. This will open up a new window and talk to the server, but will leave your Activity window untouched. You can very very quickly go down the list of active questions, clicking on that link, spawning twenty or so windows, then close them all down without looking. Reload your activity page, and keep going.