I would have liked to see selection of multiple oceans (not just all or one), but selecting specific oceans may not be user friendly and most alliances are only in a small number of oceans (usually four at most). I would be happy to see this implimented, well done.
Actually the way that you have designed it will be easier on the programmers to impliment. Im not certain off hand how much extra work mine will be and it maybe difficult for users to use. And yes, checkboxes would be my recommendation.
I would recommend to go for your idea, its more likely that Grepolis will go for it.