Well, that’s actually as expected (as your bootloader is unlocked and you’ve installed FPOS).
BUT it means that if you now lock your bootloader and something goes wrong your phone will be bricked (as you won’t be able to unlock it again without booting it successfully). So my recommendation would be to not relock it…
No, why should you? It’s all working fine, isn’t it? Or did I miss the exact problem you’re having (if you have one, can you please rephrase it)?