I just tried an experiment. I created a rectangle, pulled it up to have some thickness, then placed guide lines on all 12 edges.
Next, I selected only the 4 vertical guides, right clicked to see if "lock" appeared -- it didn't. So while they were still selected, I put them in a component, selected the component, right clicked - and was able to "lock" them - they all turned red - so far, so good!
But then I tried "Delete Guides" and the went away - as did the component containing them.
So locking guide lines as part of a locked component doesn't protect them from the "Delete Guides" command.
I think @Dave's suggestion:
is as close as you'll come to what you want to do using existing features.
As for this as a Feature Request? I don't see where I'd use it, and I suspect it's utility for most SU users would be nil. So even if Trimble "puts it on the list", I expect it to be so low priority that it might appear in the 2022 version!