Yes, you shouldn’t do that. Once you use a rack preset in any song, don’t remove it! If you change it, it will change in all your songs. This can also be positive, when fine-tuning individual sounds - but you should be very much aware that your changes apply to all songs. Another example: moving to a newer version of a plugin. When Pianoteq came out with version 6, I simply modified my “Pianoteq” rack - and all my songs used P6 without any further adaptation.
As @RackedBrain wrote, think of your racks as “preset synths” - you build presets (=rack states) and use them across your songs. And I also fully agree with Richard: the song level is where you build your routing, zones, MIDI filtering and so on. You just construct a song-specific configuration out of your re-usable building-blocks (racks) by threading them together with routes.
The big advantage of using racks is that they only get loaded once in re-loaded setlists. If you put the same plugin directly in 20 songs, it will be loaded in 20 separate instances when pre-loading a setlist. If you embed it into a rack, it will only get loaded once. So once your songs and setlists get bigger and more complex, racks are the only real way to go if you don’t want to swamp your machine in plugin instances.
The only thing I would embed directly in songs are media players - they’re far easier to manage at song level than hiding them in a rack.
BTW: I even encapsulate inputs and outputs in racks - makes it easier to route more complex configs. See this post: Introducing Routing Diagrams - #6 by Torsten
Cheers,
Torsten