I do not use the locking function much myself. I do find it a bit annoying that it could only be toggled in V5, but in V5.99 it has been improved and it can actually be turned on or off for a selection.
For most things I prefer the ineractive router to shove things around to make room for the more important stuff I’m working on at that moment. (Long ago I had some troubles with mentally adjusting to how the Interactive Router works, but I embraced it after my adjustment period and am now quite happy with it)
A thing still missing though is visual feedback for items that are locked.
About the filter…
When locked items are excluded from the filter you can drag a box around the whole PCB, and locked items do not get selected, which gives visual feedback.
However, when I press [Ctrl + a] ( In V5.99) then everything gets selected, even the locked items and even if those are turned off in the filter. Is this a bug or a feature?