Everyone's missing the point here.
Checked baggage containing a firearm is the EXCEPTION to using TSA-approved locks. You're supposed to use a NON-TSA approved lock if your baggage has a weapon.
TSA: Traveling with Special Items
"The container must be locked. A locked container is defined as one that completely secures the firearm from access by anyone other than you"
"We recommend that you provide the key or combination to the security officer if he or she needs to open the container. You should remain present during screening to take the key back after the container is cleared. If you are not present and the security officer must open the container, we or the airline will make a reasonable attempt to contact you. If we can't contact you, the container will not be placed on the plane. Federal regulations prohibit unlocked gun cases (or cases with broken locks) on aircraft."