Shulker boxes lose their "Lock" tag when mined.
To reproduce:
/give @a minecraft:red_shulker_box 1 0 {BlockEntityTag:{Lock:"Key"}}
Place the block
Right click and observe "Shulker Box is locked!" message
Mine the block and place it again
Right click and the Shulker opens.
This makes lockable, moveable inventories impossible in adventure maps.
Confirmed fixed in 16w44a, Thank you.