The installation description of the Pixel devices says:
- At the end, accept or decline bootloader relocking;
2.if yes* , boot, and in developer settings uncheck “OEM unlocking”
Can I actually block the bootloader on the Pixel devices again?
Yes you can relock bootloader. Locking or unlocking triggers data wipe. There are a few custom roms available for pixels that support this.
Are there any disadvantages if i lock the boot loader again?
For later updates, renewal of the recovery, etc.?
Locked means that you lose your data if you unlock again…
Hmm, so the question is: should I or shouldn’t …?
Pro’s and con’s? It’s a personal choice but I prefer the sense of completeness it offers although I’m not actually sure about the security side of things. If someone steals your phone it will most likely be wiped immediately and sold on.
OS updates (with recovery as part of that) arrive whether locked or not.
So yes, shall I or shan’t I is indeed the question. 
I would strongly recomment to lock the bootloader if possible, but not to disable OEM unlocking (keep it active) for recovery purposes (broken update, broken touchscreen, etc.)
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