A lock out can occur when a PUA first opens a set, and the set is interrupted before the PUA gets a chance to hook. For example, if a PUA approaches a 2 set at the bar, and the bartender interrupts to ask them what they want drink before attraction is built up, the physical act of the girls turning their backs to the PUA can serve as a lock out. Unless the PUA is locked-in with a good physical position relative to the girls, chasing after them would only lower his value.
Lock outs can also occur further into a set, if a girl is genuinely uninterested in the PUA and recovery attempts have failed. In such instances, when everyone becomes silent and waits for the PUA to leave, it is best to gracefully eject and move on to the next set.