The more heat you apply to a metal the more it will expand.
If the heat is not applied evenly to the entire part it will expand more in the area that the heat was applied. This is what causes distortion or warping.
In the case of welding your applying a lot of localized heat to the object, so your going to cause that area to expand, and move. The issue that you need to be aware of, is welds shrink as their cooling.
What happens is, the heat from welding causes the area to expand, you then add filler metal, and when you stop the weld and the area around it starts to cool and begin contracting. Only problem is it's hard to control the amount shrinkage when a weld cools off.
That's why it's important to control the amount of weld metal deposited. The more weld you apply the more weld mass you create, and the weld will shrink, pulling on the surrounding weld area distorting it.
This is most evident when tack welding something together, but you may have already seen this for yourself while practicing.
The answer to pre-heating the purge cup is no, it would have made matters worse. You only have to pre-heat thick metals, some alloys, and metals that are in freezing temperatures prior to welding.
These flap wheels come in various sizes
This is a common abrasive for cleaning the oxide layer off stainless prior to welding.