I've never heard of a corporate Marriott "policy" requiring hotels to lock their CLs on the weekends and doubt there is one. As mentioned, Marriott does have a policy that a Gold/Plat elite should receive at least a continental breakfast every morning (with the usual exceptions like resorts.)

I would guess most lock them as the lounge will be unattended over the weekend. But if a hotel wants to close the lounge, but leave it open for those with key access, they can do that (and a few do.)