While I like the suggestion, I think it may be too low priority for Riot to do anything about it.
It's not terribly hard for players to disenchant 2-3 shards at a time (as in, the time saved with a checklist won't be worth the coding and UI effort).
Me personally, even though I have stocked up on like 15 skin shards and 12 champion shards, I don't plan on "mass" disenchanting them. Rather, I'm probably going to disenchant 1 or 2 at a time, when I revisit them to look at the opportunity cost of disenchanting them for something else.
Also there's the issue that players may accidentally misclick something they didn't want to (which is probably the reason Riot didn't implement a button to mass "cash in" event tokens, because tokens can be cashed in en masse for BE, and a player may misclick to cash in ALL tokens instead of for only one transaction). Probably isn't worth the effort in their eyes.