I was too verbose in the previous post. Let me summarize:
The all_users_control_menu doesn't make all plugged controllers control the menu. Actually it just makes all controllers bound to a player control the menu.
If I have a plugged controller not bound to any player, this controller can not control the menu.
Changing Device Index on-the-fly still can bring some unpleasant situations, like I detailed here (the all_users_control_menu decreases the chance to make it happen, though).