Nope, that can't be the issue.
I'm irritated by the words "all bones" - normally you switch to object mode, and select the armature as it is called in blender as an object and you select the model as an object.
Maybe, you have to select the model first and then, with shift hold, the armature...
You can send me the blend file, if you want that I have a closer look at it. (Don't include the skin or a highpoly mesh to keep the size small.)