Yes, definitely protect yourself from apps like JRT and ComboFix where you have no control over what they may delete. Honestly, I don't understand the reasoning behind this kind of concept. IMO apps coded in this manner leave an impression of programming laziness or inexperience.
The Malwarebytes Corporation has released Junkware Removal Tool (JRT) 8.0.7 (07.03.2016:1) on 07-July-2016. Home: https://www.malwarebytes.org/junkwareremovaltool/ Announcement and Changelog: https://forums.malwarebytes.org/topic/185485-junkware-removal-tool-jrt-807-released/ Changelog: Download: https://www.malwarebytes.org/junkwareremovaltool/ or autochecks for update. VT: 0/51 Digitally Signed/Countersigned. SHA256: 961ababdd60116d66f0dbae5c3d0489ef3bd342369112dbcdb70b3f95fcc0a04
From what I know, JRT technology is slowly being rolled in Malwarebytes Anti-Malware, but there's no ETA as to when it'll be fully rolled in. If I'm allowed to take a guess, it should be done by version 3. I can see that be part of a major version release.
Malwarebytes Junkware Removal Tool (JRT) 8.1.4 (07.09.2017) Released. Announcement, Changelog, and download: https://forums.malwarebytes.com/topic/204392-junkware-removal-tool-jrt-814-released/
Malwarebytes discontinues Junkware Removal Tool https://www.ghacks.net/2017/10/31/malwarebytes-discontinues-junkware-removal-tool/