This is indeed an expected behavior as the locked columns require a fixed width for the Grid and the columns. The locked columns are used in cases where the combined width of all columns is larger than the Grid width and scrolling is needed. In those cases, if a column has no width it will be removed from the Grid as there will be no space for it. If the Grid will not be scrollable there is no need for locked columns as all columns will be visible.
As for fixing the locked columns at the beginning of the Grid, this can be done by setting the orderIndex of those columns to 0, this will prevent any columns to be placed before or between them:
I made an example showcasing this:
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