These questions should be unprotected going by the Privileges page
The Privileges page describes protected questions as follows:
[...] Questions should be protected when they are attracting poor answers from new users that exceed the volume which can be moderated in a timely manner.
Questions should be unprotected when they are no longer attracting large amounts of traffic or would benefit from new answers. [...]
The posts in question are locked, and thus are not accepting new answers nor comments. Thus these are no longer "attracting poor answers" and are not "attracting large amounts of traffic" (at least not meaningful traffic). In other words, the state of these questions matches the state of a question that should be unprotected. Thus, these posts should be unprotected.
Is there a need to unprotect these? (I don't see one)
I don't think they need to be unprotected, or rather, I don't see any urgency to do so nor any problems occurring because they are protected. So while it would probably look nice on paper to not have eternally protected questions, I'm not sure they're doing any harm by being in their current state.
A protected and locked question is not special or exceptional to the existing guidelines and policies
I don't think any sort of policy is needed as this scenario is quite rare (there are only three such questions) and the "solution" would be to simply apply the pre-existing guidelines. Basically, I would treat these posts like any other. They are locked and protected but those (at least to me) are independent states/events.
Of course, it's possible I've overlooked something; it's possible that there is a pressing reason to unprotect these (in which case we should unprotect them). It's also possible that there is something fundamentally flawed about treating these questions as being independently protected and locked (in which case an answer addressing that nuance is required, and I would delete my own).