Contact M$ about the problem.
They may have a setting that can control the issue.
Also, post this question in off topic. Some-one there may have an idea.
What you are describing fits in with my earlier post theory about locks being placed on each file, not on the app.
As a test, open up a file, then generate a new file and then close the app.
Log off the user and log on with another user.
Try to open up the first file, then the second file.
If the first file opens and not the second, the M$ is placing a lock on the current file.
If both are able to be opened, log off the user while the app is active.
Log the first user back on and then repeat the opening file tests.
If the first file can not be opened, then the difference is that fact that the app must be closed before logging out.
Again, recommend that you contact M$ on the issue.