1. The product data (not the Promotion Request) Lifecycle has an optional LOCK transition that is evidently in place. The tranisition is applied independently from each state so it might use LOCK going from state1 to state2 but not from state2 to state3 via Promote.
2. The LOCK transition is responsible for temporarily setting the product data objects on the promotion request to the state selected for the LOCK transition, at which you're supposed to configure such that no user has Modify permission. It's hard coded that if the Promotion Request is approved, the product data goes to the requested target state; if rejected, the product data returns to the original state.
3. My guess is that the lifecycle for the product data items has multiple iterations (take a look at the LC iterations and compare them) and one or more iterations of it are configured without one or more LOCK transitions. Likely the data that you're experiencing this with was created before the LC was updated. Need to look at the LC iteration assigned to data that shows this vs. data that does not. Then - need to re-assign Lifecycle to the Latest iteration for all product data items affected (more on this if this turns out to be the case).
