ME2 achievements already unlocked?

Yes. When you start the game from steam and loads to the Mass effect laucher, you have to put the EA app to offline mode BEFORE loading ME2/3 or it will think again that you have all achivements unlocked in the ingame and have to delete the local_profile to reset the achievements to zero state.

If you forget (like I did few times) you don't have to start a new game after deleting local_profile, but you will lose progress towards achivements that have counters like use overload x times. Story mission still unlock normally, but you might lose access to bonus powers if you already had them unlocked (this happened to me in ME3 when I forgot to go offline and lost all my bonus powers from the medbay after reset)

If I had to speculate, when you launch ME2 / 3 it pulls some data from the servers if online and writes it in the local_profile that has current progress for the ingame achivement tracker. Why it does not affect ME1 is mystery to me, maybe achievement data is stored differently for that game.