When an object is locked, ideally it should NOT be selectable, at least not with with a single click.
Why ? :
Sometimes you have a big large component, with a large courtyard, maybe say a thru hole resistor.
You run tracks under it, maybe even put a SMT part under it, or near it…
If I click on one of these other objects, 99%% of the time, the large component will get the selection focus. This costs time and effort to select one of the other objects. Productivity. Selection filter is not useful in this case if its other components, and if you use the selection filter to say only select traces, that’s an additional step. Especially if the board is dense, maybe you have 100 objects nearby, its simpler just to lock and mask the object out.
In Altium, when you lock a component, it is not immediately selectable , so this permits the objects nearby the locked object to be selected directly without triggering a selection of the big macro part sucking up all the selection clicks.
Only another keyboard combo with the mouse click will enable selection of that object. (if you need to unlock it for example)