Couple things to think about here: Pioneers are bit perfect at zero pitch, keylock on or off, and only minimally process away from zero pitch with keylock off. On Pioneer, there’s no keylock-specific processing going on at zero pitch at all. While the Hanpin players aren’t bit perfect ever, like Pioneers they also add no additional processing at zero pitch when keylock is on. So on Pioneer and Hanpin, when you’re at zero pitch, it doesn’t matter whether keylock is on or off, though Pioneer has the least amount of processing degradation possible with keylock off. Remember, degradation/distortion is cumulative.
Comparing with keylock off, Primes are already processing & degrading more than even the Hanpins. At the very least, there’s sample rate conversion always going on. Unlike Pioneer and Hanpin, the Primes process the audio additionally at zero pitch when keylock is on. At zero, the difference between keylock on and off on the Primes is pretty subtle, but I think I hear it generally, and it is a measurable difference I can demonstrate. It sounds like you’ve picked up on a particular not-so-subtle quirk. I’ll be on the lookout for it. If I’m at zero pitch and not using key change, though, I usually just turn keylock off. I recommend you do that, too, for now.