I always lock my bags with a strong combination lock. (hint: not a TSA lock)
I wouldn't put my trust in the compentence of strangers to re-lock my bags. Additionally, I want proof that someone has opened my bag. If the lock gets cut (only once so far), I'll just buy a new one.
When the airlines question me, I just tell them point blank: My bags are always locked. It's not your decision.
In all the cases where the screening was done in my presence, I handed over my bag, they said "you can go... why are you still here?", and I would tell them that my bag is locked and I'm going to stand here until you have cleared the bag. They understand that.
The only time a screener looked at my lock was at HSV which did 100% hand-searches of bags (in my presence).