It sounds like you're misunderstanding the target lock system. If you target a monster and click X on it that makes it your primary target. Once your primary target is set, you can change targets, use an ability on another monster and then it will automatically change back to your primary target. It could be a glitch but I've never heard anybody else say this so this is my assumption. Keep in mind you can also set party members, including yourself and npcs as your primary target.