It is unclear from the available sources whether EXCEPT ALL is supposed to work at all, and if it is, to what extent.
The KB says that is is not supported:
ALL is not supported by EXCEPT (and it is difficult to make sense of ALL with EXCEPT).
MDEV-10140 in scope of which EXCEPT was implemented says that ALL is supported, and explains the semantics (however strange it is):
With ALL, a row that has m duplicates in the left table and n duplicates in the right table will appear max(m-n,0) times in the result set.
Also, when EXCEPT ALL is executed in current pre-10.3.1 server, it throws an error, but it's not "unsupported":
- if EXCEPT ALL is not supported, I think it's better to throw the corresponding error message rather than Incorrect usage;
- please reconcile KB with JIRA so they both contain correct information.