Programs are not required to put entries in any list you see on Windows.
Why this is would have us discuss Windows 3.0 to present day and the choices made from then to now.
Hope this helps you understand that All Programs only lists programs that opted to install an item on that menu.
I am running XP Pro with SP3, when I click the All Programs tab an entire page of installed programs appears, it does not however display all programs that are installed on the machine. I am not sure if this is a display issue (no more room on the page to display additional installed programs) or something else. I have tried without success to "expand" the page in question, any suggestions greatly appreciated.