No, it does not make sense to bet on all single numbers in Lightning Roulette.
For starters, betting on all individual numbers separately would require a significant amount of money, as you would need to place a bet on each of the 37 numbers on the roulette wheel. Even if you were to hit one of the numbers, the potential winnings would not outweigh the total amount you invested on the round and especially over time, with the house edge still always persevering.