It just means your piston seals will start leaking much sooner than they normally would, not that the brakes are going to suffer some catastrophic disaster.
When I read the fine print on the linelock retailer's sites, many of them said "not for use as a parking brake" or "use at your own risk." If you leave them on for several days, I've been told they will lose their pressure. I don't think they were designed to replace parking brakes, so yes, I'd definitely leave it in gear instead, if forced to choose.
I want the capability to lock the rear tires with a manual brake, though. So that is the solution I'm looking for.