“Caution: Ensure that you flash an image with a security patch level greater than the level of the existing security patch. Failure to do so will prevent you from locking your bootloader.”
"/e/OS build : R dev (Security patch: 2022-05-05)
/e/OS build : R stable (Security patch: 2022-05-05)"
What was the security patch level of Fairphone OS before you installed /e/OS?
If you were up-to-date, this would have been 2022-06-05 (July 11 release), one version before it was 2022-05-05 (May 30 release).
The upcoming /e/OS v1.2 would have 2022-06-05.
If the patch level is the reason for the issue, you would have to wait for /e/OS to raise its own patch level above the one which was there before /e/OS to then lock the bootloader. Here’s more … Locking Bootloader für FP4 after flashing e/os is not possible - #8 by AnotherElk … and more … Cannot re-lock bootloader on fairphone 4 - #3 by ff2u.
@Manoj: Perhaps it would be better to state “Failure to do so will prevent your device from booting successfully after locking your bootloader.” in the cautionary warning, since technically the locking itself doesn’t seem to get prevented.