[vba] Excel Macro - Select all cells with data and format as table

Try this one for current selection:

Sub A_SelectAllMakeTable2()
    Dim tbl As ListObject
    Set tbl = ActiveSheet.ListObjects.Add(xlSrcRange, Selection, , xlYes)
    tbl.TableStyle = "TableStyleMedium15"
End Sub

or equivalent of your macro (for Ctrl+Shift+End range selection):

Sub A_SelectAllMakeTable()
    Dim tbl As ListObject
    Dim rng As Range

    Set rng = Range(Range("A1"), Range("A1").SpecialCells(xlLastCell))
    Set tbl = ActiveSheet.ListObjects.Add(xlSrcRange, rng, , xlYes)
    tbl.TableStyle = "TableStyleMedium15"
End Sub