As per https://github.com/meejah/txtorcon/issues/203 all released versions of txtorcon that have TorState.all_routers will, upon a NEWCONSENSUS event, make this set empty. There is already a fix on master for the real issue and it will be in the next release.
For users of released versions there is a workaround, pointed out by evilaliv3: simply use TorState.routers.values() instead.
Cheers, meejah