The reason why your order didn't fill is because AON orders go to the end of the line.
AON has nothing to do with market makers, it's just a direction you give to your broker saying you want ALL the shares you specified or NONE of them. It doesn't add or take away any MM transparency.
Your broker has a fiduciary responsibility to try and fill your order at the best, lowest price as quickly as possible. The only thing an AON order does is ensure that you won't get a partial fill. That said, I have never used AON and I can't remember when the last time was that I had a partial.
In a fast moving market, like when a stock runs on news, using AON orders get passed by very fast. So you either have to up your offer, or hope the price comes back down to you.
With a reputable broker a limit order should fill completely, and in a matter of seconds at the most. Of course there are other variables that can delay a fill. Like placing your buy order at the bid, for instance.
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