Your home page already shows posts from all the categories. The reason that you can't find anything in that path is that
/category/ is a base term for categories, the same way
/tag/ is for tags. You can check this in the permalink page, if you navigate to
Settings > Permalinks.
There is only 1 condition that you can have a page that list every post from every category, and it's when you have a static home page. In that case, if you navigate to
http://example.com/blog/ you will see a list of every post on your website. If you wish, you can redirect
However, be careful not to redirect any other path such as
http://example.com/category/example/, and make sure you have a static page set as home page, or you will get stuck in an infinite loop.
But as @Tom already mentioned, a quarter of the internet runs on WordPress, and they don't have a SEO problem because of this. So, you can just forget about it ;)