Secure computation against all dishonest parties is well-defined, and actually attainable under standard assumptions. The key point is that this notion is useful when we consider composable notions of MPC (e.g. MPC in the UC model). Indeed, in this case, you could have $N$ parties running a big protocol, which internally involves (among other things) $n< N$ parties running a sub-protocol. Now, you want the resulting composed protocol to remain secure even when all $n$ parties are corrupted.
This does not contradict poncho's answer: here, the $n$ parties refusing to participate would result in an abortion of the protocol (since the sub-component would never be run). In other terms, poncho explained that you cannot have security without aborts, and that the notion does not make sense in the stand-alone setting (or, rather, is trivially attained - "stand-alone" is the term used to indicate security of a protocol when the latter is run in isolation, not in a broader context). I'm pointing that, on the other hand, it makes perfect sense for composable security-with-abort (and is typically considered in Canetti's framework of universal composability).
The setting of full corruption is for example discussed here, see also pointers therein. The introduction explicitly discusses this setting.
