http://empireminecraft.com/wiki/locking-items/ Does this mean we can grief in the Frontier if they aren't protecting their chests with this feature?
No sorry but you mis-interpreted it. Griefing/Stealing is NEVER allowed ANYWHERE on the Empire. However, there are griefers and stealers and this just insures that people won't steal valuables. It is also a great way to keep private stuff!
Although griefing isn't allowed, it still happens and there's no way to prevent it. It helps to keep your items protected just in case.