It comes down to a matter of personal preference on whether you program only the identified primary and alternate control channels of "everything" (primary/alternate control channels and voice channels). The scanner will receive just fine if only the highlighted control channels are programmed.
That said, if its a system I want to be certain I don't miss something, I'll program all unless I'm up against a memory limit issue. While it is unlikely that a "stray" control channel is used (one not highlighted) it is possible. So I take the cautious route.