They don't actively lock you in which is great but you will almost certainly end up with bits of your workflow which are extremely dependant on Heroku. IMO pure AWS has exactly the same problem if not more.

If you compare this to deploying to "choose a generic VPS" the lock in is substantial. If any of my apps fail, I'm comfortable I can provision an Ubuntu VPS from any provider with a one line chef command and then deploy to it with one more.

So although Heroku isn't locking you in through any bad practices on their part, by using them you're choosing to make your workflow very specific to them. To me and quite a few of my clients, while Heroku is awesome for getting started, there isn't enough benefit for the increased single provider dependency and costs.

Not hating on them at all, I use them quite regularly, but I can understand where people are coming from when they talk about Vendor lock in. Perhaps a more accurate description would be single vendor dependency.