If you enable the “Entire Order” checkbox option then you can not choose a specific product rule.
If you already created a rule before attempting to enable the “Entire Order” option then this option will not save. If the option is not saving then you need to delete all existing rules before enabling the “Entire Order” option.
Entire Order is to only charge X amount for the entire order. Where All Products rules charge X amount for each shippable item that was purchased. Trying to set “Entire Order” option while a product rule is created is a conflict of logic and will not work.