If you are reffering to raw files, yes, this is as expected and designed. Raw files are considered Read Only files and the variouse metadata is therefore stored in the .xmp side car files. Metadata for TIFF, PSD & JPEG as well as DNG files can be safely embedded into the file so there is no need of a side car file.
Just be sure you keep the raw + .xmp files together and essentially treate them as one file.
What do you mean when you say the files have become (DIS)associated with your raw files?
This is the reason why I always save my .xmp data in a central Database (and use Bridge to move or Export files) and do not keep them as Sidecars in the same folder as my images.
Then I use a regular Backup program to keep a Back-up of my complete System on removable off-line HDs.