I tried to delete a comment I posted, and got the "Comments on locked posts are not eligible for voting" error.
The lock in that case is of type "locked while disputes about its content are being resolved", so while it's useful to prevent edits and new comments, I can't see why not allow users to delete their existing comments there, since moderators will still be able to see the deleted comments, so users can't hide their actions or bad behavior.
So can we please get the ability to delete our comments even under locked posts?