Egor, you might be right. I have never specifically tested group-member locking for this specific behavior. But, I do have experience with having to release group-member locks in order to affect those members when repositioning an artboard. Otherwise, the locked members remain unaffected, allowing the transformation to only affect the rest of the group. A pop-up warning appears (attached), confirming this as expected behavior. I perhaps expected a little too much when I presumed this behavior would be consistent with lower-level containers (layer and group). I just tested the mentioned artboard behavior; and, it still works the same (whew!).

So, to recap, I can reposition a group containing a locked member, which will also reposition the locked member. But, if I reposition the artboard, the same thing will not happen. As with any inconsistency, this will be difficult to remember and deal with.

Since my recent revelation that group-member locks have no effect when working with the group, I am considering the possible uses and reasons for supporting this behavior. I suppose the behavior either way could make sense. But, it should be consistent with the the way it behaves at the artboard level. And, the ability to select a group containing a locked member should also be more consistent. While I can select any group by clicking on the path or fill of any unlocked members, the only way to select a group containing a locked member thru the Layer panel (palette) is to select the Layer. This, of course, will most often select more than just the target group.

David, it is not new... If you launch an older Ai version (i mean really older) — they all behave the same way, the locked object gets moves and transformed with its parent group. Same applies to hidden objects. Even the bounding box gets drawn the way it includes the locked/hidden object.

I am not sure if it ever was working differently... can you specify a specific version you are sure had it differently?
Also — I see all three of your comments, but reply only here. Can you help to investigate this?

As I see it now, it’d be indeed a nice option to have, to lock this completely, and not only selection wise.
We already have a 'Move Locked and Hidden Artwork with Artboard' option, so I don’t think having another one, named something like 'Move Locked and Hidden Artwork with their parent objects' (disabled by default) will spoil anything.

I have a similar using Illustrator 27.9 on Windows 10, 64-bit. Only, it is not limited to multiple-layer groupings. For me, locks no longer have any effect within a group. For example, if I draw a circle, draw a rectangle, group the two, and lock either one, I can still move or delete the group.

A possible work-around technique for some is to use sublayers instead of groups. Sublayers are less ideal and much less convenient. But, they may get you by until the bug is resolved.

Well, this is known to me and I even can't decide if this a bug.
Same happens not even for a nested group but any locked child object.
What do you expect? That first group moves while second stay? Thus breaking the appearance?
Well, it could be an option, but I also sometimes use current behaviour.
I would propose you to log a request to have an option to switch this, to keep both methods possible.