No I wouldn't lock it, and No I wouldn't say anything to someone who did.
Thats because personally my current baby is a very easy change and I wouldn't care if other people came in to the room, its a public change room not a cubicle. But I wouldn't assume that is the same for everybody, there are a ton of situations where a parent might need or want to lock the door.
And really waiting for one person to unlock and come out is no different to if there were two people already in there using the tables- I would have to wait anyway its fine.
It's a shame that this put a downer on your day out, but the other woman wasn't being cruel just frustrated she might also have had a baby with poop leaking ito its ears and socks and was annoyed in that moment that she couldn't fix it instantly. It's just one of those things, hope your wife feels better soon