It's mainly a matter of time. Obviously when they crawl an URL, they will see any links on the page, and will put them on their shopping list for later-- whether or not you explicitly said "all linked pages". It's only a question of now vs. later.
In practice, when you click "and all linked pages" it means you've added a whole new directory. Best quess: if they're told ahead of time that there will be linked pages, they make a bigger hole in their crawl budget. It's like telling the electrician that you need your whole house looked at. He doesn't know exactly how long it will take, but he knows it will take longer than replacing a single fixture.