Locking tuners do absolutely nothing for tuning stability. Their sole purpose is to make string changes quick and neat. So as Todd commented, the real issue that requires tuning up to pitch, nut or tree friction, is no different when you use locking tuners.
For interest I had a look at various experienced guitarist's blogs, and all said it was mostly nonsense. Haze Guitars, however, gave a possible reason:
The first piece of information (another piece in a minute) — and the one that’s repeated in different forums — is attributed to Fender Customers Relations and states, “That is just ensure that the string is stable on the tuning post, when you overwind the string slightly the grooves of the string can settle onto the post eliminating any ‘slippage’ during first time use.”
So, I think what they’re saying is that the string winds can settle onto/around the post.
Ok. I can see where they’re coming from. Over-tightening the string could compress the wraps a little and speed that process. That could certainly lead to a little extra stability. I’d argue that stretching will do the same thing.
And, here’s the thing: Even if you over-tighten and then back off, I really recommend still de-tuning lower than the note and tuning back up.
So, if you have trouble with your thicker strings slipping against each other, you could wind them higher, but I'd suggest the more usual technique for guitarists - where we pull on the whammy bar or pull the strings to do the initial stretch - is still your best bet, then tune up to the note as usual.