Yes, avoid getting them sharpened by anyone unless they know about razors. The risk is not just getting an unsharp finish, they could permanently ruin the blade if they overheat it.

On the cost side ... you can save money compared to disposables if you decide to do so. It has been pointed out elsewhere, you can send a straight razor out regularly to be professionally honed for less than the price you'd pay for a supply of disposable cartridges over the same time period.