The Lock feature is simply ignored during play. Please read the documentation.
Also, just kidding, it's probably a bug or a fault in design.
Lock should not be denied at runtime.
The Graph View acts like a web browser, comes with ◀︎ and ▶︎ arrows and sometimes it even forgets the "pages" (FSMs) chronology too.
Currently, the only solution is to click on ◀︎ (top left corner of Graph View) to go back to the previous FSM.