Hi,
I don't think there is an option for levels - only for axes. Good news is that whenever you click on story level (level line, when cursor turns into tripod), in section or elevation, it should select all the levels automatically, so you don't have to click on each story.
Hope that helps you in some way.
Łukasz Pietraszko
ArchiCAD 26 PL, since AC20 | WIN 10 Home
Intel Core i7-7700HQ 2.8 GHz | 16 GB RAM | NVIDIA GeForce GTX 1060 6 GB | 500 GB SSD