The problem isn't lock-in, it's lock-out. Closed source desktop software and file formats can lock you in as tight as any web app, but at least they don't spontaneously change or disappear entirely.

In either cases, the issue comes down to data portability. If you can get at your data, in a reasonably convenient format, you're not locked in. This can and should be provided in any application model and I am relieved, as of late, to see awareness of this spreading fast.