How can I choose to download the whole game at once instead of a small part that makes it playable?
As the comments have stated, this isn't possible. Take for example, The Surge. As it downloads, two bars appear; one smaller bar, and another larger bar. The smaller portion indicates that the game is in a playable state once that bar is complete, and you can start to play while the rest of the game downloads.
Alternatively, you could simply wait for the rest of the game to download. There is no way to turn this feature off.