The Ryerson Index is a terrific free resource for Australian family history research. It is a free index to death notices ranging from the Sydney Gazette of 1803 up to current newspapers. Although it has a strength for NSW, it now covers newspapers all over Australia, including locally the Diamond Valley Leader and the Heidelberg Leader. Indexers are currently being sought for the major state newspapers. Please see the website for details.
A new filter has recently been added to the search page, to allow searching on all newspapers in a particular state. To use it, select the "State" field you want. If you want all states, ie the way you've searched up to now, then leave the State field blank.
Some papers, such as the Albury "Border Mail" and "Tweed Daily News" have been linked to two states, to account for the fact that their catchment for notices is on both sides of the border.