The direct connection to a merchant is not even LN, "micro payments" exist already on bitcoin in a single channel.  The "lock in" comes when the block chain is too small to contain most transactions, and hence an on-chain transaction is difficult to obtain, and very expensive (huge fees).  If on-chain transactions are easy and cheap, there's no reason to go through the LN hassle.  So we start from the premise that settling is difficult and very expensive (this is the case if LN truly scales, and allows for hundreds or thousands of transactions per on-chain transaction).  As such, once you've set up your funds in a LN channel to a partner, you cannot really settle easily: all your transactions will have to go through that channel or you will have to pay a huge fee (maybe of the order of the amount you put in the channel).  So the huge price to settle makes that you are effectively locked in.  If an on-chain fee costs, say, 0.1 BTC, and you have 1 BTC in a channel, while an LN transaction costs you about 0.001 BTC, you better not settle.  If you connect and settle 10 times, your BTC is gone entirely.  So once you committed to a LN channel, you're essentially locked into it until you spent all your content.

It might even be that LN hubs and exchanges have exclusivity deals with miners, buying in advance their block room.  As such, as a non-institutional user, maybe you won't even find a miner that will accept your settlement transaction.  Who knows.  Or only at exceptionally high fees, if the chain is really full.