Unfortunately you have to.
The good side of it is that it's a one off exercise and the bottomline..it worths it..
If you have the same stomps/effects on more than 1 rig you could lock them and then just store them on the ones that you need to. This would make it slightly quicker 
That's the price of flexibility, as switch assignment is rig based.
Instead of the already available auto- assign I have requested a configurable auto- assign some time ago to speed up this process.
BR ( before Remote) I had my Kemper and FCB set up with off at heel and wa to pitch. Now AR (after Remote) it doesn't work thet way. The off at heel is working but not wa to pitch.
I thought I saw somewhere where you could setup a switch to swap effects on or off , but now can't find it. 
Just found how to toggle the 2 effects. It was on the NAMM video that MR Kemper demed how to set up the remote. Super easy and super cool. And I love that when you step on the Rig button again it resets with no lag time
