I don't think it's possible to disable locking/unlocking.
You can eaither educate your users and perhaps add a comment on the screen to discourage them from locking.
If it's important to enforse that no locks are made, you could add Actions for all the fields available for selection on the dashboard and unlock all selections when any locking was done, and to show an error message telling the users that Locking is not allowed on this dashboard.