Why are my league's rules locked?

A stage locks its own rules the moment it starts, because by then those rules are already written into its matches. The regulation is copied into every event, the tiebreak into every game, and the number of legs into the pairs, so changing them afterwards would leave the standings disagreeing with what was actually played.

The lock works per stage, not on everything at once. While the first stage is running, its rules and its group count are fixed, but the second stage stays fully editable, because nothing has been generated from it yet. Once you start the second stage, its bracket size, third place match and two-leg settings lock as well.

The message names the stage that blocks your change, so you can tell whether you have to wait or whether a different setting is still open to you.