I've had the same frustration with the Express slot on a Dell GX280 SFF board. It makes me wonder if the people who order sockets don't even look at the board layouts first. If they're going to put components there, then it would be better if the slot didn't have that lock on it. You just about have to poke in a screwdriver to unlock it while removing the card. Yet the system is intended to be toolless.
Generally speaking, on most installations, I find those video card locks to be an annoyance. I'm sure it's a good idea for heavy cards, but 95% of the time I'm swapping relatively light cards around on older boards, so those locks just get irritating. I can't say I've ever had a card "fall out" of the simpler type.
But to be fair, there's always the option of cutting the lock off, and I've never done that, just because I think maybe "someday" I'll want it there.
I think I prefer the lock used on some AGP slots where there's a separate piece that could be removed. This way I think the lock could be disabled without it being permanently broken.
I had an old HP that came with a card that was big enough that it really needed extra support, and for that card, HP designed it to screw into the case. They didn't hide a teensy tiny little lock underneath the socket where you can't reach it. That can only work with a proprietary chassis though. ATX doesn't provide a standardized solution for this, so we're left with trying to support heavy cards from the socket itself.