I know "with that said" or "that being said" or "having said that" can be used as an alternative to "though" in written English, to introduce something that will contradict what has been previously said. As explained here: http://forum.wordreference.com/showthread.php?t=862674
But how about "with that said" or "with all that said" in spoken English? Is the meaning different? In this video at 0:27, it looks to me that the meaning is different. It is more like a linking phrase to indicate that more details of the same ideas will be discussed.