I guess barely anyone does:
https://wiki.lineageos.org/faq#canshould-i-relock-my-bootloader 

Few devices allow for it and even less work properly after that. Relocking can result in actual unusable devices, so be warned!

https://forum.fairphone.com/t/relock-fp5-keeping-lineageos/108723

If you plan on installing LOS and want to lock your bootloader you’ll have to build your own images, that’s not supported by default.

https://www.reddit.com/r/LineageOS/comments/n7yo7u/a_discussion_about_bootloader_lockingunlocking/

https://xdaforums.com/t/solved-can-i-re-oem-lock-my-bootloader-after-installing-lineageos.4692135/#post-89707810

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With /e/OS (based on LineageOS), the bootloader can be relocked on Fairphone, Shiftphone, Teracube, and Google Pixel, and they are sold locked by Murena (main developer of /e/OS).
https://community.e.foundation/t/list-devices-where-bootloader-can-be-relocked/48424

This means a pickpocket or airport security control can’t take a copy of your system image via USB and brute force your few-digit passcode in a virtual machine without guess rate limiting - they’d have to extract the flash memory chip from the phone to copy it. If they crack the passcode, they can start using your user accounts and whatever information is on the phone.
To be precise, the pickpockets don’t crack the phones, they sell to exporters, who sell to China:
https://www.bbc.co.uk/news/articles/c20vlpwrzwdo

On the other hand, I’m appalled by the indifference when users point out failures of e/OS’s core feature, privacy protection, on the forum:

Fake location doesn’t work on HERE WeGo maps, therefore probably many other apps:
https://community.e.foundation/t/real-location-leaked-through-advanced-privacy/78155

Limited file access doesn’t work on PLAY’A VR Cardboard, therefore probably many other apps:
https://community.e.foundation/t/app-permissions-failure-can-see-all-files-despite-limited-access/69483

Tests failed again a few days ago on my phone with the newest /e/OS 3.4 A15.