I noticed that option under the subclass during the beta, not really sure what the point is. Why wouldn't you just keep it open in the event that you wanted to switch one of your perks in the future?
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it gives you a boost to one of your stats,for example with gunslinger subclass it upgrades your agility
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Locking it opens up the next level of sub-classes. It gets you to commit to your choices before moving on.