nope, ATV2 connected via optical works just fine. You can have BluRay in Zone 1, Airplay (via ATV2) in Zone 2 and Zone 3, or a different source again in Zone 3 all at the same time. Works fine, do it all the time (Denon 4311, iPod Touch, Denon Remote app and iTunes remote app).
The only thing I cant do is try and stream music via Airplay while someone else is actually using the ATV for other use (watching movie via HDMI etc). It seems to be one or the other but not both. Not sure if this is a bug or just a product limitation but doesnt happen all that often for me to go looking for a fix etc.