No, you don't have to do that. You can select all the tracks and then Ctrl+click on the Automation Write button of one of the selected tracks. That will activate all the controls in all the selected tracks.
But in order to take a snapshot of everything, you need to set up a key binding. Press P and choose Advanced. Then choose Customization - Key Bindings in the Preferences dialog box. Now create a key binding... I use Shift+F11 because F11 is part of the automation key cluster. Bind Shift+F11 to the Automation Snapshot function in the Function list.
Now when you press Shift+F11 it will create a snapshot of all the parameters.
Scott
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