No, it's not hard to click but it seems more convenient to have a 'select all / unselect all' option for a list. Even the search function is a really nice touch.
Anyway, I did some research here on the forum and found a post from 2019 - more precisely, this one:
It was a good starting point as the file that has to be edited is called "app.min.js" and is found here "...node-red\node_modules\node-red-dashboard\dist\js"
Opening it with any text editor and searching for '> 7' does the trick. I've edited every instance of '> 7' into '> 3' so I can get both the search function activated and the select / unselect button.
I understand that after every update this file will be overwritten by the new one, but at least it does what I want.
Also, I want to mention that there's nothing written in the documentation regarding this matter - 'if there are more than 7 options, 2 new buttons will automatically be made available for the UI_Dropdown'. So some people might get discouraged from using this function from the rest of the dashboard's functions.
I'd want to mark this as the 'Solution' even if @E1cid came with a workaround but, at the same time, I want to keep this post open for a little bit more time in case there are more things to say (either by me or by anyone else).