There might be a Bug with the current PM Version with the locked feature that occures sometimes. Seems to be fixed in the next Version. Tha Bug apears if you got a locked FSM and load a new scene. The Lock Stays locked and entered Values/Changes are reverted as soon you hit Play. (not exacly sure if the repro description is absolutly right)
If that occures, undock your "Game" Window and move it somewhere else, Unlock the FSM and Inspector, Hit Play. Stop the Player, move your Game Window back in place. That should fix that.
greets
Peter