Use compat.python2x.all instead of numpy.all on generator

Otherwise, the generator evaluates to "True", because numpy.all does not
actually iterate through it.

Also add test case to check that m[0, idx_list] triggers full
advanced indexing, not "take".
Merge pull request #1511 from lamblin/fix_1499

Use compat.python2x.all instead of numpy.all on generator