Do you need to unlock all songs in Rock Band 2 order export into 3?

There is no method for unlocking all of the songs in Rock Band 2 and then importing them into Rock Band 3.

Songs exported from Rock Band 2 into Rock Band 3 are not the same as unlocking the songs in Rock Band 3. Songs must be purchase for Rock Band 3 via the in-game Music Store, or via other platforms such as the PlayStation Store, the Xbox Live Marketplace, and the Nintendo eShop.