I'm not sure either. There is only one kind of "lock". Otherwise the phone is either on or off.
When performing a sync, the phone locks, and if you want to cancel during the sync, you slide the slider to cancel and return to the springboard.
After the sync is finished, I believe the phone stays locked, although I cannot verify it at the moment.
I assume you are letting the sync fully finish to where you see the "slide to unlock". If both phones are doing this, I'm thinking it is something you are doing but not sure what. If it were me, I would delete iTunes and reinstall. Don't really think this is the problem, but worth a try. I can't believe both phones are bad. Let's see what others say, and I will continue to think about it.
If I were in your shoes,I would take them to an Apple store if there is one near you. They could tell you what you might be doing wrong. It might be a hardware problem,but that would be really strange to get 2 phones with the same problem. If you are not near an Apple store and are in the 14 day period, take them back to ATT for replacements. Keep us posted. Welcome to EIC.