Yes, or when purging, you need to make sure not tu purge the ones where you have entered the metas.
In fact, purging should be a very seldom used functionality - basicly only when you do a major reconfiguration or setup and you want to brand new URLs. Once you URLs get indexed, you should use this with extreme care!
If you hit same problem with specific URL, you should try to use the URL manager to see what the problem is. (e.g. wrongly stored Itemid value, mulptiple records for 1 SEF URL, etc.)
To prevent accidental deletion of URLs with custom data, the lock is the best way. Anyway, neither URLs marked as "Custom" should be deleted on general purge.