I dont use iDVD, but DVD Studio Pro, and pretty much any DVD program, including iDVD if it can, makes a Play All button, by a script.
it works like this:
pressing the play all button RUNS a script that changes a variable stored in the DVD players memory from 0 to 1 (example of course)
every single video file in the "Play All" list is a solo track, or a single long track, with chapter markers at the beginning AND end of the video segment(s).
the beginning chapter marker says "at the end of this chapter, check variable "PLAY ALL", if it is 0, go back to main menu, if it is 1 continue to next chapter.
the very last video in the sequence, its chapter marker says "change variable from 1 to 0" so that way when it goes back to the main menu, the "Play All" button has been reset
so its NOT that simple, but its not THAT complex either.
but it takes some logic, a couple of scripts and some patience, leaving me to believe iDVD doesnt do it.