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The print to pdf function only works for the current page, it doesn't matter if you put the range in all or type it manually.
I found out about xchm because i wanted to convert a chm file to a pdf in my linux or mac box.
It'll never work for all the pages. You'll just have to live with that. In order to print all the pages a full iteration through all the .chm archive, and hack around the wxWidgets printing subsystem. It's a lot of work, and I don't have the time to do that.
If you want to convert chm to pdf, you might want to extract the chm archive on disk and use htmldoc instead.
But let me repeat my point in previous feature request replies: this is open source. It's free, which means I make no money from it, which also means I have no responsability to add features just because people ask me to. You can write the code yourself, and I'll integrate it if it fits my criteria of competent code.