The "locked by" text is correctly placed, as it is referring to the answer; the reason for doing that is that locking a question doesn't stop its answers from being editable or voted, while in this case it's the answer that needs to be locked (to avoid it is voted, or edited).
If the answer were not locked, it would appear as the following one (the one after that):
The "This question exists because it […]" is also referred to the answer, even if the text says question. When a moderator locks a post, it can choose a message that shows why the post has been locked; I guess the one you see is the default one, or the one chosen by the moderator when he locked the answer.
As for the lock message appearing under the comments, it seems to be fixed now, as I see with an answer of mine.