Yes, this is currently not possible with Rhino 5 or even Rhino 6 WIP.
In my experience, this feature has not been requested before.
However, I can see where it would be useful and it an option in printing.
"Show All Detail Grid on Layout" could easily be an option on Grid page.
I will add it to the wish list.
Thanks for letting us know.
Mary Ann Fugier
McNeel Technical Support and Training