They did this for a while in CLE. You either had to unlock your bag (for the whole trip) or wait for 20-30 min. until they screened the bag "downstairs" before they would give you a boarding pass, which was required to get through security.

The reason they gave was that if they had to physically search the bag they wanted you there to open it. They did not want to have to "hunt you down" (their words not mine) and possibly delay a plane departure.

At the time the wait in the security line was anywhere from 30 min to 1.5 hours and it was really killed any time you could spend in the club.

I just started using only carry-on and taking a chance they wanted to search my underwear in front of the world.

After about a month of this BS they quit and I have never been asked again. I always lock it and they have never had a problem since.