Okay, let me try to explain it once more.
There are three 'App relock time' settings to choose from under 'Lock behavior' in AppLock settings:
Always after use
3 minutes after unlock
After screen off
Of these three, only one (Always after use) will relock all apps when you close/move out of the app you've just unlocked.
The other two will disable AppLock for all apps when you unlock one app. (And relock them after 3 minutes or when your screen turns off, depending on the setting.)
This is not a bug, it's the intended behavior of those settings. The system will tell you as much when you choose them.
@k_huat @Slurp @FunBike31