The designation sounds somewhat less glamorous than “Alpha to Omega” but the phrase A to Zs has the advantage of being a bit more relevant.
What about my London A-Z, presently open on the dashboard here? Essential part of the local pastoring trade (though around here, people don't measure distance in miles but in time taken to negotiate bottlenecks). It claims comprehensive coverage, for one thing. That’s good, isn’t it? It’s like a claim of omniscience. Wherever you happen to be, there is one who fully knows the environment of your location!
Second, you can be assured of guidance and direction. My A to Z is pretty emphatic about the way to Brixton from Peckham. I won’t get lost, so long as I trust completely in the guidance it provides. Of course, I have to study the darn thing (and somehow keep it propped open next to the steering wheel while I practice emergency stops to avoid school crocodiles and jay-walking shoppers with death-wishes). You see, whatever it takes, my understanding of the A to Z cannot remain theoretical or sporadic. I have to use it practically, and consistently. It has to remain with me (and open at the right page!).
When Jesus made the claim to be our A to Z, these are the things he was saying. He was claiming to be all the direction, guidance and knowledge that we would ever need. He said “I am the way, the truth and the life…” (John 14:6).