I believe that all schools should be practicing lock down procedures, regardless of what other protocol, expectations or safety measures they have in place. There is just NO legitimate reason not too and they absolutely could increase student safety in the event of a threat.
Lock down has various levels of severity (in my Board), depending on the threat. Full lock down would be a threat inside the school and partial lock down there is a potential threat outside it.
There are many different scenarios in which a lock down would be appropriate, not just an AL type situation. Our school went into partial lock down about a year ago because the convenience store down the street was robbed at gun point. Police were unsure about where the suspect had gone and we went into lockdown just in case. In that scenario, classroom doors were locked, kids kept in the rooms but no one was hidden or huddled.
It is remiss, IMO for schools to ignore this safety drill.