PHX (T3) & BNA do this as does T4 @ LAX. In those kinds of situations, I just announce to the screener as I walk up 'It's locked'; the screener will then want to know if it's a 'TSA approved lock'-I say of course not. Screener will generally look confused (or more confused than normal) then want to know if I want to wait, to which I say 'Absolutely-the whole point of my locking it is to make sure no one goes into it w/o my permission'. That really throws them for a loop-I love the ones who then, being offended that I don't trust them, will start babbling something about how 'no one is going to steal your stuff', which gives me an opportunity to educate them, & those around me, as to just how many of their bretheren have done exactly that.

Even if there's a pile, that will generally get my bag pushed right to the front