Stolen mac locked automatically or by thief?
I'm encountering this problem in my own home (on Yosemite), so I think it's unlikely that the laptop is actually locked.

Here in my tests my MBP is tracked with no problem when logged into my user account. However, when I reboot into the Safari-only guest account, I get the message on the Find my Mac interface saying that it was locked XX minutes ago (with XX corresponding to the time since I logged out of my user account). Interestingly, while I don't get position updates in the guest account, I can activate the alarm.

So, while I unfortunately do not know how to get Find my Mac working, I think if you have the guest account enabled and since you say you haven't enabled the lock feature then the answer to your question is "No, it isn't actually locked."