Since selecting all (or none selected) equals unfiltered, instead give the ability to 'clear filters', and consider the filter bar visibility once the dialog is closed (and the user has to see or remember their filter choices).
If you have a dialog:
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This might not be dealing directly with your question in the dialog, but consider if possible a persistent visible filter, which can move to an overlay when you get to mobile.
Persistent visible filters allow immediate feedback
I'm not sure of your domain, but in eCommerce, it's common for the filters to be persistent in a left pane that visible, or in a horizontal band atop the results. See zappos and bhphoto: both sites with lots of SKUs.
I'm not familiar with the design constraints you have, but a persistent filter might be more nimble than a dialog you have to keep dismissing. You could have a 'Clear' or 'Clear filter' in the results area (or just keep in the dialog if you can't have visible persistent filters).
For mobile considerations:
Here's an article from Neilsen Norman re: mobile faceted search, and show the use of trays to narrow results. You'll notice they don't have the checkmark next to each category, only the one they are filtering on. In ebay's case, it's nonfiction.