You probably do, if you want it to change all existing layouts and folder tab groups, yes.
That's what is recommended in Folder Formats: Quick Guide.
That implies something has modified the format since the window was opened.
Are you hovering over the lock immediately after opening the window? (Without doing anything in the Folder Options dialog or anywhere else first.) If so, do you have any script add-ins installed which are causing that? (There is at least one which runs that command every time a window or tab opens.)
How are you opening the window? (i.e. What are you clicking on to open it?)
Is it the default lister, or a layout?