How to use MeSH Qualifiers in a PubMed search string?
MeSH terms are divided into descriptors (or main headings) and qualifiers (or subheadings). Each descriptor can have zero or more qualifiers. A qualifier cannot exist without being attached to a descriptor. 

The difference in the number of search results you have observed is because in your second search "locomotion/physiology" [mh] you are searching for entries which have the locomotion descriptor and physiology as a qualifier of the locomotion descriptor. In your first search "locomotion"[mh] AND "physiology"[sh] you are searching for entries with the locomotion descriptor and physiology as a qualifier to any of the MeSH terms attached to the entry.

For example PM28410594 is matched by your first search, but not your second.