Anodizing blocks current, so when a tailcap is anodized, current cannot flow from the switch, through the anodized threads where they would complete the circuit with the flashlight body. An un-anodized tailcap will complete the connection as soon as it is threaded onto the body, whereas, and anodized tailcap needs to screw all the waty down until the bottom of the swtich makes contact with the body of the flashlight. Simply loosening an anodized tail cap by about a 1/4 turn will break the connection and "lock-out" the switch. Doing the same with an un-anodized tailcap would not accomplish lock-out.
BTW, if the body threads are anodized but the tailcap threads are not, or vice-versa, lock out is still possible. Both thread sets need to be un-anodized to prevent lock-out.