Quoted from ATLpb:
Safe to assume he left it on "don't lock out" by default to force more care and planning in your shots. Nerdy as it sounds I like to imagine that if I accidentally start a major villain a second time after already completing/capturing that it's like they escaped from prison so I have to capture them again before any further progress.
That would be a great idea if it wasn't designed so Penguin essentially randomly activates by dropping in from the pop bumpers almost completely out of player control. THAT sucks. So yeah, Villain lock on.