What do you mean, "doesn't support Pixels with locked bootloader"? Yes, you need the bootloader unlocked to install GOS, but the last step during installation is locking the bootloader again. Having an unlocked bootloader is officially considered unfinished GOS installation. See https://grapheneos.org/install/cli#locking-the-bootloader
As for Pixels being more secure than non-Pixel phones, I would say they are more secure, due to existing hardware security features that most non-Pixel phones do not have, and just as importantly, due to still getting regular security updates from the vendor. Pixel 6 in particular is supported until late 2026, if I recall correctly.
This is the problem for most Android phones on the market - most of them stop getting security updates after a year or two, so your only option is hoping that one of the alternate Android OSes pick up the slack, e.g. Lineage or Calyx.
EDIT: That they modeled their security requirements based on the best device available at the time is simply how this works if the priority is security. They picked best of what was available, built features around that, and refuse to compromise for new device models if at all possible. And yes, no other Android phone has comparable security features for what they are doing. That's not how "it makes it sound", that's just reality.