Thanks @rik and @iodysseus for your help !
Actually, I personally own a moto g32 on which I’ve already installed a iodéOS and lock the bootloader without any issue.
When ordering a second one for my wife, I encoutered this lock issue.
As suggested by the iodé wiki on the G32 section, I’ve previously updated the stock firmware to the latest (the latest official security update is from March 2025), before flashing iodéOS.
Therefore, concerning the Moto firmware, I was ok.
I’m an android beginner, but as far as I understood, the iodé ROM (like every ROM) comes with a vbmeta.img, which is part of the Verified Boot process. The aims of that is to ensure the integrity of the software that will be launch at startup. (More detail here : Android Verified Boot 2.0)
This “Verified Boot” mechanism includes an anti-roolback protection which prevents the device from being downgrading in term of security feature.
And this is where I face my issue (At least, I guess to) : The vbmeta.img included in the iodéOS 6.2 is not the latest one, compared to the one I’ve officially installed before iodé flashing. And that triggered the anti-rollback protection, and prevent my device bootloader from being locked.
I think there should be a hack that could make possible to downgrade this VBMeta, but I really don’t want to dive into such painful and risky manipulation 
As far as I understand, I don’t have any solution to lock the bootloader for now. I must wait for iodéOS team to release a new version (a 6.3 maybe) that includes the latest Verified Boot version.
Is there someone from the iodéOS team that could confirm that, or help ?
And could it be possible to patch the vbmeta.omg/vbmeta_system.img from the 6.2 release to be able to lock the bootloader before waiting the next release ?
(What annoy me, is that locking the bootloader will erase the personal data. And if the backup/restore by SeedVault doesn’t work as expected and lead to a loss of data, I may face serious personal issue
)