No, you still need to protect (lock) the Kirin skill you got with the books. Otherwise yes, it may downgrade it if you do not. This is why in general, I'd suggest doing a few tries of the Skill Trials before converting a ninja's frags into skill books in the Skill Breakthrough tab. You can save yourself some frag grinding that way if you only need to upgrade a skill from +1 to +2, rather than from base to +2.