Having the ‘Lock Object Modes’ turned off, simply means when you select an object it will enter the mode that you left it in.
For example: If you have the armature selected and are in pose mode, then select the strut, when you select the armature again, it will go straight into pose mode.
Its convenient in this case because you can have the strut in object mode and the armature in pose mode.
With it turned on the strut and armature can only be in the same mode, in this case object mode, as pose mode is not available for geometry.
However, you cannot be in edit mode and select another object. And you can only change the mode on the active object.
Which is why the strut is selected last making it active, and able to change to weight paint mode.
Hope this makes sense!