By default, the maximum number of labels displayed with Data Connections is 2000. This is to help systems not get bogged down when rendering labels on screen or when plotting. This max value also affects the Save Current Map to AutoCAD (AKA MAPEXPORTCURRENTMAPTODWG) command, so that the output stops at 2000 MTEXTs.
The way to override this is to create a registry key with the value of your choice for MAX_LABELS. The following TS, written originally for the 2008 release of AutoCAD Map/Civil 3D, is still valid, and is still valid on 64-bit systems.
Increasing maximum number of Display Manager Feature Labels displayed
Take Your Labels to the Limit!