because you have to agree with every change vendor make. If they double pricing, you pay twice. If they ban service type you host, you have to stop. If they make an incompatible change in some of the hosted parts, you have to adapt. If you grow too much they refuse to allocate you more resources or it is expensive for you to use them at your scale, it is difficult to migrate away. That is vendor lock in -> loss of freedom and choice.
neop1x has a great response. A more concrete example would be a gaming company that started out with AppEngine for its server support for the game. Once the game has a proven revenue stream, the economics of moving from AppEngine to AppScale are a critical next step to maximizing ROI. You have all the code, now you just need to host it somewhere. Can't do that with any other serverless Platform.
It's important to note that AppScale is an aPaaS, and API-platform-as-a-service, where you're guaranteed a consistent API with the ability to plug in different implementations. Something even beyond your typical openness in F/OSS software, too.
I haven't heard a convincing argument why vendor lock in is a problem regarding the cloud.
It can be a problem, but all solutions result in you avoiding the things you went there for in the first place.
There is exceptions to this obviously but I find most people worried about vendor lock in are no where near big enough to bother running multi cloud.