Towing with hitch lock attached

Qashqai66

We collected our new Xplore from the dealer yesterday. Before driving away we were shown how to attach the Winterhoff hitchlock to the hitch head.  This morning I read the instructions for the hitch lock and was surprised to see the words "Do NOT use while
towing".  We always left our Al-ko hitchlock in place with our previous van.  Does anyone know the thinking behind this instruction?  Clearly the dealer did not know about it as the lock was fitted before we drove away.  I would be interested to know what
other people do.