TeslaFi, Stats, TeslaMate, and any other service that polls the API for data remotely have a risk of keeping your car awake.
They all need to guess when the car is ready to sleep, and about how long they need to not talk to the car to allow it do to so. If any of their assumptions are wrong (or become wrong via updates to the API or the car), they can end up keeping the car awake.
This could be a bug with the new feature, but it's more likely something to do with TeslaFi. TeslaFi specifically asks that Cabin Overheat Protection is disabled so they can tell when the car is ready to sleep. They imply without this feature, a temperature value stops updating when the car is ready to sleep. Maybe the new lock feature keeps this value going so TeslaFi can't tell. Maybe Tesla has changed the times or behaviours. Many variables.
And the reason using more than one service may keep the car awake is they allow the car to potentially sleep by not talking to it. If another service talks to it while another is trying to let it sleep, they're stepping on each other's toes.
EDIT: As some anecdote, TeslaFi says they allow 15 minutes for the car to sleep. We wrote something for our smart mirror, and found we need to use 30 minutes to give it any hope of sleeping. YMMV?