This issue is addressed for cases when an item used in a trigger expression is in not supported state for some reason and user see at the Triggers/Overview pages.
Users expect that they will see all triggers (without exceptions) at the Triggers page if they select "All" in the filter, but it's a bit not true.

So to bring some idea that "All" has some exception I'm suggesting to change this text to "All (monitored)" or similar.
It will clarify GUI behavior a bit.

The same behavior related to an Overview page, but there no any filters, so it does not mislead as the Triggers page does.