If a question is closed and then locked, it becomes very difficult for a person to dispute the closure by requesting the opinions of other moderators. While this could be abused, I'm more concerned that it's a problem even when used in good faith. Not every decision is perfect, no matter how unbiased.
Naturally, I have one of my own questions as an example, or else this would not have come to my attention. I'm not sure why it was closed or locked, as it was essentially vetted (in the comments) by the highest reputation member on this stack.
That the question is off-topic seems debate worthy to me. It may not be, which is fine, but immediate locking prevents that debate, which is a bad direction to go in.