Are they both the same?*
They're basically the same. As you probably already know, we say "this" when it's close and "that" when it's far away.
You could maybe say "I don't know about all this" when it involves a situation that is close to you. I would use it to talk about something that I'm not 100 percent sure about.
Otherwise, when you feel like you are not related to the topic, you can say "I don't know any of that". In this case, you know about 0 percent of the topic.