BTW, we forgot the member list page, another spot which may or may not (for now) need tweaking.
If left the the way it is it still works fine, and since it has also been suggested to enhance that screen with more sorts/filters, we could just leave it alone for now. The absence of FO badges indicates/implies All Messages, with the exception of Special Notice only and NoMail.
But one easy way to make it consistent with the "new" methodology, is to add something to explicitly and visually indicate All_Messages. Creating a badge for it (even if toned-down/light greys for less visibility) wouldn't work as the list would still get too badge-busy & dilute the big picture and other badges. But we could just add some text to the delivery method text and call it done, maybe " - ALL", " - All", " (ALL)", or something similar; it's still there but not "in your face":
Either way would work really.