If you're asking about songs from the setlist, you can't purchase those individually on PS3 and Xbox 360 (right now 3 of them are purchaseable as standalone tracks on Wii).
If you're talking about the purchaseable songs you can browse in Blitz - yes, any track you can buy for use in either RBB or RB3 automatically is available for play in both.
Ha. Swing and a miss there, fhq.
Zerofan, the 25-song setlist included with RB Blitz can only be "exported" (it's not really an export at all, but it's convenient shorthand) if you purchase the Blitz game. You're perfectly free to then delete it if that's really what you want. If you only want 2 or 3 songs from the setlist and nothing else....yeah, I guess you're out of luck.