The annoying thing about unlocking or relocking the bootloader is that it wipes your phone. Unless you're paranoid that someone can give you a rootkit while you're not looking, as long as you use full device encryption then leaving the bootloader unlocked isn't too bad. Plus, it lets you upgrade your bootloader and OS later. I stupidly relocked the bootloader after installing LineageOS and now I can't upgrade the OS major version without wiping everything.