Not always. Back in those days it wasn't kept up as well, so it's very possible that there were soldiers who died unknown. And there are a lot of bodies found that are so mutilated that you cannot possibly identify them. So in a way they died "unknown". The family would only know that the soldier did not return, but they could only assume that they died. So I suppose that's what they mean by "unknown soldier".
You also have to take partisans into account. There was no system governing them, or roll call or lists or anything of the sort. When they died, they died unknown.