AFAIK there's no such lock-in in PWAs, even if the app stores are probably going to be the most important venues for their distribution. PWA is a web app that gets more 'app-like' progressively when you need it to. You can use it like any other web application in your browser, but if it's okay to you, it can store data (and cache it's own assets) to your machine, start in it's own window from a launcher, use the filesystem and so on. Many web apps already have this sort of behaviors when you create a home screen launcher for them from your browser.
Per the parent comment I was responding to, PWAs will only have full access to native APIs if they are distributed via the store. And without access to native APIs things like window management, menus etc. become impossible to customize.