The settings in this zone apply only if the Restricted Zone is in 'lockdown' mode, such as when the Network Protocol Lockdown ...

"The settings in this zone apply only if the Restricted Zone is in 'lockdown' mode, such as when the Network Protocol Lockdown security feature is in effect. If the zone is locked down, these URL action settings do not override the standard Restricted Zone settings, but are compared against them. If the settings for that URL action in the two zones are the same, then that setting is used. Otherwise, the relevant behavior is strictly blocked, preventing the zone from operating with the standard (non-lockdown) zone's setting."