Yes, when you are playing the game on a console other than the one it was originally purchased on, you have to select "Unlock Full Game" from inside the game every time you start it up.
This is a bug, and has been reported to the correct people.
So far, it appears to just be an annoyance. If anyone runs into any loss of game data or other similar problems, please make sure to bring it up, as that makes it more serious of a problem.
It's all about the games...