I don't remember iTunes, but there's apparently no way to UNCHECK all in Music.
The SELECT/DESELECT all options deal with coloring/un-coloring all items blue, NOT with the checkmarks.
The only way to uncheck all appears to be by hand...one at a time, but the order doesn't really jumble. What happens is that the unchecked items move down to the bottom of the list.
I suggest that you submit a feature request
here.