[BScout]

Only the monitoring tab stays locked so you can control volume. And when you are on that monitoring tab, the side knobs control monitoring. Also the Monitor control knob on the Dock stays locked at all times so you can control volume and mute.

All others tabs move with the application you are mixing with. (which you can lock separately to Pro Tools.) If you want to have all the tabs and faders locked to monitoring, lock "entire surface" to the Xmon instead of "Control Room."

Why anyone would want to do that is beyond me.

I also think you are not getting it: lock Control Room. Not Entire Surface. On the Assign Tab.
That is if you want the faders, etc. to go with Pro Tools. Sounds like you are locking the Entire Surface.

Post a screenshot of your Assign tab in Eucontrol if you want more help. No other way to figure out what you are doing.