It seems obvious, but I'll say it anyway.

[jedusor]

Basic respect and common sense: don't do the comment cross-posting thing on locked entries. Mine or anyone's.

Comments

[rubrick.livejournal.com]

That's what I thought — which at first I thought meant the paragraph persona quoted blatantly contradicted itself. I now think the intended interpretation is that you can choose to make it so that comments posted to your own protected entries can be cross-posted (the first sentence), but that you can't cross-post comments on other people's protected entries unless they have set theirs up that way (the second sentence).

If this is correct, then the warning you started with shouldn't be needed — it shouldn't be possible to cross-post a comment on a locked post unless the originator of the post lets you. But it's far from clear.