"Allow all this page" allows all the scripts that the current page refferences (from any domain). The gottcha is that those scripts may add refferences to additional domains that are still blocked. The site may also refference scripts on additional domains on other pages that you may navigate later. You may have to "Allow all this page" several times on the same site before all the scripts the site uses are unblocked.
NoScript is quite flexible in what it blocks, but it can take quite a bit of effort to get the results you're looking for. The inconvienience is directly related to the security that NoScript provides. If you want site specific javascript blocking, but don't want to set up the rules yourself, you could look for whitelists to import into NoScript (of course this is delegating your decision to trust a site to the source of the whitelist).
