No, not all lilies are scented. I have not noticed a scent to Asiatic lilies. I do not like strong scents indoors because of allergies, but the scent from the scented lilies outdoors away from the house do not bother me. You may be way more sensitive to the fragrance.
If you want to be happy for a lifetime plant a garden!
Faith is the postage stamp on our prayers!
Betty MN Zone4 AHS member