there must be a relatively good reason why routers try to get all ports to return Stealth instead of closed, otherwise there wouldn't be a category of "Stealth" and router manufacturers wouldn't care.
It was Steve Gibson (the guy behind the GRC.com) who started the stealthing of firewalls. Shields UP! was the tool. When the Shields UP! was published there were numerous references to Zonealarm and only couple of references to all the other firewalls. It is believed that it was done to market Zonealarm. As people started to request stealth - because of the security stealth created - all the other vendors had to implement the stealth too.
Stealth is nothing more than dropping packets instead of replying something like "go away!". Stealth is meant to hide you from hackers: No reply -> hacker can't know if you are there -> more security. But, closed is equally secure. I should be also noticed that stealthing TCP-ports is not enough. You have to stealth UDP ports too. The problem is that stealth and open look the same.
Also "no reply at all" maybe a indicate of stealthed computer. If there really is no one in scanned IP the reply the last router before the scanned host should reply with "ICMP host unreachable". If the the computer is stealthed the router will not reply. After all the router has to know the presence of stealthed host. If the router wouldn't know, there wouldn't be any connectivity.
But yes, you are right, it should be possible to stealth all ports if you can stealth some. "Half stealth" is complete nonsense.