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Hey Brian,
That icon indicates that your Windows drive is currently unlocked. This is normal if it is currently running since you have to unlock Bitlocker at startup for the Windows drive.
Usually, it'll only show as locked (closed) if you booted to a different OS or have the drive in a different computer.
As for the data drive, it just depends on if you setup BitLocker to automatically unlock it or not.
You can always turn on or off auto-unlock for the data drive though.
Turn On or Off Auto-unlock for BitLocker Drive in Windows 10 | Windows 10 Tutorials