A thread can and will be locked for many reasons. Windower posts, general trends in a thread that needs a pre-emptive lock based on the experiance and judgement of the Admin, flaming in forums that there shouldn't be flaming, +1 rate up posts created too liberally, spamming, advertising, and Administrator Discretion.
I stand by my administrators, and I will very rarely overturn their decisions unless there is a very good reason, and usually only after talking the matter over with them prior to taking action. The reason a post is locked may be due to a nuked post you can no longer see. It might be due to something that was edited out by the user or the admin.
While it is nice to see an explanation for a lock, I rarely post an explanation in threads I feel are self evident as to why they were locked myself. The explanation may have been sent via PM as well. Or there may have been none forthcoming, in which case contacting the locking admin is the best route to find out why.
A locked thread isn't a penalty. It doesn't affect your post count or your karma. it is merely a moderation tool. FFXI CM's have determined that they wish to have a higher level of lock on certain topics to activly discurage them based on past experiance with such threads, community reaction to such threads, and in order to maintain a good relationship with the game managers.
If you feel a thread has been locked in error, please contact the locking admin. We don't bite (well not many of us, and the others have had their shots) and so long as a request for clarification is presented in a non overtly hostile maner, we are usually quite willing to explain our reasoning and on occasion reconsider if you present a superior arguement. Or you also have the discretion of starting a different thread with the offending material ommitted.
If you ever need a thread looked at, I'm happy to take a look. And i'm pretty good about checking PM's.