There's 2 ways I can think of to achieve this, the first one is Josh Milligan's default values technique.
Another method I've had success with is to pass it a rubbish value like 1:1 over a parameter filter, and Tableau throws an error and shows you everything.
Step 1 - create State Parameter, note the value All with the Display As title of 'Australia'
Step 2 - create calculated field - note the value 1=1 for Australia
Step 3 - build your viz and expose parameter control
What occurs is when each state and territory is selected, the calculated field will select it and highlight it. When Australia is selected, Tableau defaults to 'nothing is selected' mode, and displays everything.