The form "Everything + noun" is a recognized form, often used in the context of marketing, meaning everything that has a connection to whatever the noun is. A shop might advertise itself as for "Everything Football", meaning that they sell anything that has a connection to football; or a website might describe itself as for 'Everything Music', meaning that it relates to everything that is music-related or has a strong musical aspect to it.
So, your phrases have slightly different ranges of meaning:
I love everything about math.
The most obvious meaning of this that you love every aspect of mathematics. In certain contexts it could also mean that you love all works (such as books or films) that have mathematics as their subject.
I love everything math
This means that you love everything that has a mathematical aspect to it. Perhaps you have Fermat's conjecture tattooed on your back, or your bedsheets have the Fibonacci sequence printed on them? And again, it could also mean that you mean works (such as books or films) that have mathematics as their subject.
In summary: "I love everything about math" is a straightforward and standard sentence stating primarily that you love every aspect of mathematics. "I love everything math" is a more informal, slightly marketing-flavored sentence that highlights your love of things with a connection to mathematics.