I would export the sequence out as a new clip to lock all the video sections in place with the master audio. Much cleaner to then use this for your editing clip.
THis is a workflow issue so there doesn’t have to be a right or wrong, just does it work for you, I like creating a new master clip because it is the safest way to deal with it IMO.
I don’t think this is a limitation in PP, FCP couldn’t merge multi clips to an audio source either.