It's really a fighter pilot's job to know what is in their air space. They need to be able to identify friendly air crafts, enemy air crafts, airliners; they need to know where a potentially hostile air craft is going. No fighter pilot wants to radio back to the tower saying: "there's a bogey around here somewhere, but I lost it." If a pilot says that they locked on to an aircraft, and it maneuvered out of lock, I see no reason to doubt that.
Sorry, I blurted out what you didn't want to know.