Afaik the lokka works by allowing the outside wheel to slip over the slight cam shaped gears in the lokka and go a bit faster where necessary (ie. cornering). So the outside wheel can over ride the lokka and go faster, but never slower than the speed it's being driven at.
Cornering on soft ground at low speeds, and especially when applying power it's more likely to slip over the ground because there is less resistance to overcome and also because the wheel doesn't have rolling momentum to help it jump over the mesh of the lokka.
So it's not strictly true that "applying power" won't allow the wheel to jump over the gears, it depends on which forces predominate (ie. whether there is enough traction between tyre and road). But in any practical sense tweak'e is right IMO. It's not that big a deal though, and the steering is a bit heavier in general.
What is more noticeable is after easily crawling to the top of a track, watching others with open diffs struggle, bouncing and spinning wheels everywhere.
Have seen auto lokkas installed on vehicles without free wheeling hubs, where the front axles are always spinning, without any noticeable problems re highway driving. These seem like a crappy setup for off roading to begin with though. If you damage a cv or front diff in these things and your'e stuck. Either have to get parts and repair in situ, or get it flat bedded if possible. Have seen it happen.