The basic idea behind the debug loader is that it will load the files you need, based on a deps.js file. You don't want to load all the files - there's literally hundreds of them. And while you could conceivably bundle them all together into a single file, it would be huge and full of things you don't want. So we don't really provide easy ways to do either of these.
The thing you want to do is use the debug loader and goog.require the Closure files. If you have several JS files of your own you might look into the various tools for generating deps.js files and load that instead of the default.