I think you can lock a recorded event so it's never deleted (that is, older events are rolled off I think once you reach your hard drives capacity limit; these 'locked' events won't).
I don't think locked DVR events are related to locked channels.
I noticed too since the last big software change on my 622 that all of my previously recorded events showed up as locked. Kind of annoying since you had to go into each one and unlock it to even see what it is. I do think you can 'unlock' these by turning off the system locks, but that's not really desirable either.