Here is an example based on this great answer. We use a clickHandler here, which changes the style of dropdown-item based on the click status of the container All so that it is in display: block Switch between and display: none. Note that on application initialization, items will only be hidden behind All if all selections are selected.

library(shiny)
library(shinyWidgets)

js <- HTML(
    "
$(function() {
  let observer = new MutationObserver(callback);

  function clickHandler(evt) {
    if ($('.dropdown-item').css('display') == 'block') {
        $('.dropdown-item').on('click', clickHandler).css('display', 'none');
    } else {
        $('.dropdown-item').on('click', clickHandler).css('display', 'block');
    }
  }

  function callback(mutations) {
      for (let mutation of mutations) {
          if (mutation.type === 'childList') {
              $('.dropdown-header').on('click', clickHandler).css('cursor', 'pointer');
              if ($('#p9 option').length == $('#p9 :selected').length) {
                  $('.dropdown-item').on('click', clickHandler).css('display', 'none');
              }
          }
      }
  }

  let options = {
    childList: true,
  };

  observer.observe($('.inner')[0], options);
})
"
)

choices <- list("All" = unique(as.character(iris$Species)))

ui <- fluidPage(
    tags$head(tags$script(js)),
    pickerInput(
        inputId = "p9",
        label = "Health Insurance",
        choices = choices,
        width = "150px",
        selected = unlist(unname(choices)),
        multiple = TRUE,
        options = list(
            `actions-box` = TRUE,
            `deselect-all-text` = "None",
            `select-all-text` = "All",
            `none-selected-text` = "zero"
        )
    ),
    verbatimTextOutput("PR")
)

server <- function(input, output, session) {
    output$PR <- renderPrint({
        input$p9
    })
}

shinyApp(ui, server)