I've never felt the need to LockOut SureFire's two-stage push button pressure switch TailCap when I've EDC'd the A2, L2, L1, A2L, and currently LX2.
This is carried either bezel up or bezel down (usually bezel down) clipped inside my pocket.
I can't get the link to the holster you're using to work but perhaps this UI isn't ideally suited to this method of carry...
The only times I LockOut these lights is for storage or transportation. Never for EDC though. I don't think that's common(?)
I may sometimes LockOut the high output only if I specifically only want low output only for the occasional application.