Happy to hear yet another user asking for this.
This function has been asked for at least since 2015 but has not been implemented and I haven't seen any reason why.
Here are some other threads on the same subject:
Lock per Performance
Lock mode is awesome! But in Performance mode I'm frustrated with it...
Personally I use the overall LOCK-function for some effects/functions like volume boost, wah... and so on which I want to have instant access to in every Performance and I want them to stay on/off even if I jump between slots for different gain/amp-settings.
The problem is that if I lock let's say Delay, then it's locked on every Performance and I can't even have different delay times or types set in different Performances.
I think the effects in the Kemper overall are very good, it's the handling and programability that is limited.
You can do this in the Helix so I'm sure it's doable with a software tweak in the Kemper also.
Until we get this (if we do?) I have put a Line6 HX Effects in a loop on the Kemper.
In the HX FX I can have presets for specific sounds/songs (U2 songs w.specific delays, talkbox, pitch shifters, country-presets with slapjack delays, big spacey reverbs, auto wah and other filters... and so on).
This setup works fine but if there was a "Lock per performance"-choice in the Kemper I could get rid of the HX FX and have the same freedom with the Kemper only. Since I have 2 Kempers (1 stage for gigs and 1 rack in studio) it would be even better to have the exact same sounds and convenience with both rigs.
I really hope for this function in an update soon and those who don't have the need for it can just leave it off.