I see there are options to present windows for current desktop, for a particular window class, and for all desktops. Why no option for all activities? This option is present for the task manager and task switcher. Are there any plans for this? Would it be worth filing a wish for it?

There's no actual concept or idea how activities relate to windows (other than they are assigned to some), so it's not clear whether showing them altogether makes any sense:
https://bugs.kde.org/show_bug.cgi?id=318153

I guess "no", because afaiu the ide of activities is that clients change depending on the current activity, ie. window X on activity Y would not necessarily be equal to window X on activity Z, but there's really no concept on this at all.