Locked threads were meant to get pushed down (like they are on the Board pages), not removed altogether (they're back now).
I know your follow-up complaint will be that the paging sucks on the profile pages, requiring you to click through dozens and dozens of pages to get to the locked threads - I'm working on changing that, too...
Actually, my follow-up complaint is that the locked thread isn't back on my Buddy. If locked threads remained on the Buddy, nobody would need to sift through profile pages, so the work on profile pages has no priority whatsoever.
I am pretty sure that many people are interested in how a thread they posted in has concluded. Or being able to know that they received a direct response to one of their posts when they were in the middle of a discussion, so even if it's not possible to post in a locked thread anymore, at least the response(s) could be read.