You can always pull it out if you want to, lock or not. The slots are a firm enough fit that the GPU will stay in place anyway - assuming it's properly mounted and not being transported. The main idea is really just so that it doesn't get dislodged accidentally. It's not designed to make it impossible to remove, just a bit of extra security. To make it truly secure, it would need to be bolted or screwed down to the motherboard. However, that wouldn't be great either. A major shock would then just rip out a hole in the motherboard with GPUs being so heavy nowadays. Better than it can release in that scenario and hopefully everything survives.
Personally, I'm more concerned about sag which can damage the connector and I'd say that's far more important than the 'lock'. If I was transporting a PC, think I'd just remove the GPU to play it safe - or at least have the PC laying flat so that the GPU is vertical and not flexing the PCIe connector.
Z690 Hero, BIOS 2305, ME Firmware 188.8.131.526, 7000X Case, RM1000x PSU, i9 12900K, ASUS TUF OC 3090TI, 2 x 16GB Corsair RAM @ 5200MHz, Windows 11 Pro 22H2, Corsair H150i Elite AIO, 4x Corsair RGB fans, 3x M.2 NVME drives, 2x SATA SSDs, 2x SATA HDs.