When you save a smallicons file into "...\Custom Art" you also need a corresponding "images.xml" file in a "Custom Resources" folder.
MC merges the two (custom + default), so, the theory is, that you only need the custom lock icon image in the 'Custom' folder, along with the 'images.xml' to reference it in the 'Custom Resources' folder.
The benfit here is, that if, in the future, there's a change to the default icons, you won't miss out just because you copied the entire smallicons file into the 'custom' folder.