Not locking your bag for a flight is a misconception. The airlines and TSA don't tell you not to lock your bags.
They encourage you to use TSA approved locks which can be opened and relocked if a bag inspection is necessary.
Locks/devices that are not TSA approved will be opened/cut as necessary for a bag inspection.
SS Norway (12 times) '85 - '97; Radiance OS 06/01; Island Princess 11/04, Grand Princess 11/04/05, Golden Princess 7/21/06, Golden Princess 2/24/07, Explorer of the Seas 12/23/07, Island Princess 11/15/08