There is a software setting to retain locked balls between games.
Does it empty out the ball lock when you power cycle the game? If so, the software is set up to retain them. I believe if you let it sit in attract mode long enough, it will eventually empty them out as well.
*Edit* Think I misunderstood, but leaving this is case it's relevant. If not...are the outhole and the ball lock switches on the same row/column? Gotta look at the manual...