に indicates the destination, and を is for the location of transfer, thus, the subject moves only on/in/at/along the location, e.g., 通りを行く "to go along the street.", 森の中を行く "to go through the forest".
が and を indicate the subject and object, respectively. みんな is the subject of 行く, and not the object. That's the reason が is used and を is ungrammatical.
Did you read our replies in your previous posts, by the way?