The simple GORM implementation for Unit tests does not support some features, such as locking. Moving your test to an integration test will use the full implementation of GORM instead of the simple implementation used by unit tests.
Typically when you find yourself using anything more than the very basic features of GORM you will need to use integration tests.
Updated 10/06/2014
In more recent versions of Grails and GORM there is now the HibernateTestMixin
which allows you to test/use such features in Unit tests. Further information can be found in the documentation.