This is going to be the case a lot of the times. If you took the time to go through the above list, then you would know that even the best combo locks will have this “limitation.”
Yes, for some of them, to lock them, you will first need to enter the right code. Granted you do not have someone that is looking over your shoulder (check beforehand), you will have nothing to worry about. This is more time-consuming than anything (and it is still not that big of a deal).