I haven't had any trouble with my bag being unlocked when I retrieved it. But I have run across many TSA agents who apparently aren't familiar with them.

TSA: Is your bag unlocked?
Me: No, it has a TSA lock on it.
TSA: What? It needs to be unlocked.
Me: It has a TSA approved lock. See the TSA symbol? You guys can open it.
TSA: Oh. **whispers to fellow employee** Okay, thank you.

I've had this conversation with at least 10 different TSA employees, as recently as last week at ROC...I thought by now they were a pretty common thing.