This is a feature that prevents loss of your data by stopping a vault from being locked if a program is accessing your decrypted files. For example, a document opened in Word.
To successfully lock a vault you will have to close those applications. Take a look at this thread for more info - Linux vault wont lock. Says another program is using it. Sometimes, apps don’t release a file even when their work is done. If you are sure that’s the case, you can use the Force lock option to lock the vault.