Excellent question. I know what it is and sort-of why we do it BUT since this is my first time hatching eggs, I don't really know how to explain it. Hopefully, soon, someone with more hatching experience will answer your question.
X2 It's a time of great anticipation because you know the hatching is just a day or two away. When I did lockdown last hatch - I got everything ready (labeled egg cartons, water, etc.), opened the bator, removed the eggs directly into the labeled egg cartons (top of carton removed) - I label the cartons by breed so I'll know what they are when they hatch, and the cartons keeps the unhatched eggs from being rolled around by hatched chicks. I removed the turner, covered the wire mesh on the floor of the bator with paper towels (makes it easier on the chick's feet), added water/wet sponge, put the egg cartons in the bator, put the top back on - made sure the temp/humidity monitor was in there. And then kept it shut until the chicks hatched.
ETA: I opened the top a couple times during lockdown to add water to keep humidity high - only a couple seconds each time - temp and humidity weren't affected at all.
Lockdown refers to the last 3 days of incubation.. It is how the hen does so it was adapted to do it in an incubator.. a hen setting a clutch of eggs will roll the eggs around with her beak and will get off the eggs to eat and drink and poop. but if you keep track of the time she started to set and when you put eggs under her or let her keep her own on about the 18th day she will not roll the eggs and will not get off the eggs until they hatch..so basically thats why its done the same way in an incubator to imitate the hen