Why is it dagen instead of dag? Is it because hele dag would not make grammatical sense? How about Hele dagene for "all the days"? is that possible?
I guess "all the day" would be literal translation. We use definite articles less in English than in other languages. ("toute la journée" in French, "todo el dia" in Spanish, "de hele dag" in Dutch...)
Why can't I use 'Whole day' instead of 'All day' here?
"whole day" is also good
"The whole day" is accepted. :)