Do I have to set-up a profile in Controls Options for each aircraft type that I fly?

Good point. To get spad right it can be a bit of a workload. There are things called lvars which can take a time to find the correct one and setup.

I previously went down the route of a different profile for all my planes within MSFS and it works. Just have to remember to change each time you fly. Whichever route you take enjoy and good luck setting up!