I've only been lock-roomed killed once or twice. I've actually SEEN it go down more than that, each time, it makes me cringe, thinking of the potential lost, but when it was done it made sense ICly. Person X absolutely must die for Y reasons, fucking it up and letting them get away is not something PCs A, B, or C could ever afford to consider. Therefor, person X finds themselves mobbed in a locked room, and appropriate after-murder cleaning chores and yelling through the door at landlords that, yes, everything is just fine, take place.
There's corruption, blackmail, etc. When a character will not play along, either because principled (In Zalanthas?! HA!) or because the demands of those pushing the plot exceed the potential of the targeted individual to meet (probably has been somehow screwed more than once and can't meet the demands of multiple parties), then things must go the murder route... As players, we can mitigate the latter, and discourage the former, by being sensible in our dealings. If it's not a HUGE thing we can roll the dice and allow an escape avenue, because our PCs really do not care enough to carefully orchestrate a situation where a PC finds themselves, betrayed, in a locked room. If our PCs care too much about a particular trouble being resolved, then it is only IC to pursue the most sure methods for getting a thing done. The short of it is that it's usually the character's actions that put them in the locked room scenario, given that it's a pain in the ass to murder people and get away with it in a clean and sensible matter that leaves your character still able to do business, in other words, to not behave in a suicidal manner.
Every time you murder a PC, you give that PC's friends excuses to form long-standing grudges and cut off potential resources. It's not a proposition to take lightly, if your PC has any concern for their own well-being, which, honestly, some don't, then they will try to find another means of effecting change, because rampant murdering tends to stack up and affect one's ability to earn a living.