Homey cannot enforce routes, that’s something the devices handle themselves.
Routes might change overtime. Even though the lock doesn’t use the Bridge now for routing, in the future it might.
I don’t know the specific of Z-Wave, and if battery-powered devices can route through multiple other routers, but if so, the lock might also be connected through the Bridge and the network overview is just too limited to show all possible routes a device has.
Devices can actually be placed too close together.