Started locking after travelling through Thailand and realising that locking may prevent unwanted things being put in my case - especially with all you non-lockers around!
And that's why I'll keep on doing it, even to the US. If I'm doing a three leg journey LHR-AMS-someplace in the States-LAX, then of course I want my bag locked through LHR and AMS. Especially since it's on KLM, so the bag won't turn up for a few days after my arrival!