Currently, there is no distinct advantage to owning both MW2 and MW3. However, MW2 players who have unlocked weapons and camos prior to MW3's release will have a head start in the first season, as their arsenal will be accessible in the new multiplayer.
Call of Duty Warzone is a free to play game. It's not on GamePass and it doesn't need Xbox Live Gold either. MW2 and its multiplayer component is not free. You need to buy it if you want to play the single player game or MW2 multiplayer.