Very few of the "common" dictionaries attempt to define all definitions ever used for any words.
The most common "charter" for dictionaries is to include "words in current (or recent) usage" and the "current (and sometimes recent) definitions and usages."
There are dictionaries that attempt to include virtually all words, although "unabridged" only sometimes really means what it says. There are fewer that attempt to include all historical meanings and usages except sometimes for cases where those may be "infrequent but not extremely rare." Scholars in applicable fields need to "know" which dictionary to use, but "students" usually can get by with an "abridged" version.
My "Random House Unabridged Dictionary" admits that it omits some definitions that wouldn't fit on the accompanying CD. I keep the CD copied to my hard drive, and she used the actual book (about 7.5 inches thick on very thin paper) for a footrest for a dozen years until I bought her a shorter chair.
I suspect that the OED would need at least a DVD (or two or ...).
Not every dictionary can be multiple volumes (or shelves) in every library.
It's best to find one that includes what you expect to use, but sometimes you need one you can stuff in your book bag without putting wheels on the bag.