There are a couple ways to get "locked out" of the AW.
Once locked out, you can no longer unlock it, since it's locked and the lock icon is no longer active (clickable).

repro1:
-File > New Scene
-select Main Camera
-open AW and click Create, Save
-lock the AW (icon in top right corner)
-File > New Scene...
result: AW is locked with no selection.
expected result: AW should be "unlocked" with no selection.
Exactly like the same workflow with the Inspector lock.

repro2:
-File > New Scene
-select Main Camera
-open AW and click Create, Save
-lock the AW (icon in top right corner)
-select and Delete the Main Camera
-click in the AW...
result: AW is locked with no selection.

workaround:
close, then re-open the Animation Window... resets the lock.