Well you and I might think that, however it is seems to be the Catalina model now.
Once you restart it with SIP -->off<-- the computer is in read only as part of the new security Model it would seem. However you can run "sudo mount -uw /" to make it read/write. I did that and the lock checkmark would now accept changes and finally hold its' value. But unfortunately, checking it as either locked or unlocked however did nothing at all when I rebooted back into normal user mode with sip turned back on. I tried both. Of course with sip on the checkmark would not accept changes, as we now know. The checkmark simply doesn't seem to be followed. On, off, whatever, the dock stays locked. Additionally, out of curiosity I again disabled sip, remounted r/w, and then went into the Dock.app/Contents/info.plist prefs file and added a key and value for contents-immutable testing both False and True and that did nothing.
I'm totally stumped.
I know that I am not the only person that had fumblitis and locked the dock to keep from accidentally shoving icons off of it. I know that I am not the only person that is going to see the new icons that Catalina put into it and want to remove them. There's got to be a way to unlock this dock and get them off.