Running them all parallel direct drive will at least not work with a high drain cell. The red XP-E2 at the desired 2A has a voltage of 2.9V (link) , take e.g. the SonyVTC5 (link), even at 30A the voltage is well over 2.9V, so even 15 red XP-E2's parallel will get more than 2A, and the battery is not going to like the constant high drain. Then take a non high drain common used cell, the NCR18650B (link), it is only tested up to 5A, but at that current well over 2.9V. It might work with say 6 red XP-E2's parallel, but the cell will then deliver more current than it is designed for, not a very stable situation.
Conclusion, as above: find a way to regulate the current.