Even with one physical out in use, Entire Mix might not work.
For example, I have just headphone output enabled, but between my "master" bus and the headphones, I have another bus which has a headphone EQer on (Blue Cat Re-Head in my case) and a volume drop so that I don't have to keep fiddling with my physical headphone volume knob.
Neither of these I want to apply to my exports, so I always use the "Master Bus" as the source.