I have prepared a sample in the Kendo UI Dojo where you can try both of the options suggested above: take a look at it here.
Additionally, the checkbox at the column header can be configured to select all rows through all pages when clicked; this article in our documentation explains how it can be done.
If you think an option should be added to the API that allows for the default state of the checkboxes to be set to true, I encourage you to participate in the Kendo UI Feedback and Feature Request Portal to voice your opinion; if it gets enough votes, the feature you propose could be implemented by our developers in future releases.