Currently on 2.9, so maybe this changed.
I have a recreation site feature class divided into several subtypes, using the FET_TYPE field: Day Use, Camping, etc.
Each subtype uses a different domain for the FET_SUBTYPE field; Day Use uses the the Day Use Domain, etc.
This is all fine and good, except when I am trying to use a definition query to filter by FET_SUBTYPE, during which the simple query builder will only return the values for the first subtype, in this case Day Use Sites.

As you can imagine, this is problematic if I'm trying to filter by different types of Camping sites.
The work around is to open the domains table, scroll through all the domains (there are a bunch), find the appropriate domain, open it, scroll to find the value(s) I want, and then go back to the definition query editor and pop in the code(s).
I would like for the editor to return all the domains at once.