F2 is the hot key that helps to select the whole army. But that includes the Observers scouting on their mission and need to be kept as-is/not joining our attack movement.
How can I call for all army excluding Observers?
Starcraft – The fastest way to select all arthe units except Observer
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Best Answer
Add to your army by selecting new units and pushing shift + 1
Making your own control groups for your army is far better than using the F2 default one. There are many instances where you will not want to select every single unit; The scenario you outlined is one, as well as when you have separate units to defend, harass or scout. So try not to use the "select all army" button as it gives you less control.
Also if you are comfortable with using F2 you can rebind that to a control group.