Why do you think every protoss build is an all in?

While there are a few excellent protoss players who can manage to take it to the late game (hero for example), there is a reason that far more protoss players utilize all ins. Well, 2 reasons really.

Reason 1 is that protoss actually does have really strong all ins. Immortals, sentries, and blink stalkers are all incredibly strong units, and oracles can be downright game-ending. 

Reason 2 is that, as you said, Protoss has limited mobility and intel. All ins require less of these to be effective. An all in forces the opponent to respond to you, whereas you just have to execute the build crisply and micro like a champ. 

As a side note, back in plat in WoL I liked to use phoenix play because it gave me nice map vision/presence/control. In higher leagues, and in the current meta, phoenix openers aren't effective except pvp. Nowadays I just cannon rush in masters. So... yeah. I like cannon rushing because it gives me that forward map presence, and I transition into blink stalkers which are the next most mobile unit after phoenix.

As a side-note, I also offrace as terran and build ONLY reapers. I love the mobility of it, and it just feels awesome... Only diamond with that though, primarily because I've invested less time into it.