No, you can't set all notes to be locked. But that doesn't mean they're not all encrypted.
If you scroll ALL the way down in Passcode settings (if you have a passcode), you'll see a little line of text that says
Data protection is enabled.
That means everything on your device is encrypted with your passcode. That's why Apple can't unlock it for you - it's silently encrypted.
Therefore, all your notes (if you have a passcode) are already encrypted. Adding a lock is an extra layer, but you can't add a lock automatically.
If you'd like notes to automatically lock, feel free to send apple some feedback at apple.com/feedback