I think the reason is that a Lock is a security device and it now wants verification that you are the user.
I noticed the same thing with my lock not unlocking until I selected ok in notification center and then had to log into the iPhone to run the scene.
To test that theory I set up another trigger to run a scene when leaving an area. Set that trigger to run a scene that turned on a light. That worked without any user interaction.
Only the trigger to run a scene using a security device (i.e.:a door lock) would it not run until I logged in.
Its the same as when you wake your iPhone but do not login and go then swipe up to get to the control center then swipe over to homekit and select accessories or scenes. Then you can run non security scenes and trigger non security accessories without logging in, but if you try to unlock/lock the lock it will ask you to log in first before executing.
It makes sense, if someone gets your phone they could unlock your door if they had not implemented this feature. Under iOS9 it was different. The trigger would run the scene automatically without user interaction.
Thats what I have figured out from my testing.