I was in America with the data disabled with downloaded maps.
If you are not stationary it never locked, which makes sense.
It was handy when lost in San Francisco, but although it said it was locked, it hardly tracked my movement when walking. I would have to stop it and lock on again.
This could be due to buildings, but it did seem to work when in the car.
With data on, the lock seems almost instant and seems fully locked.