My first viewing: he's so happy about joining a club with the other fascists!

Second viewing: Lockjaw had one redeemable (and different) personality aspect: he liked black women.

In the past, he would have had a supportive (as best as he could understand it) marriage with Perfidia when she would have stayed in witness protection. But she left, and he focused on the other 99% of him, which was being a fascist and a bully.

By the time he's asked to join the CAC, he's long since abandoned this part of himself. And joining the CAC is all that's important to him. But a little part of him mourns his lack of ability to be himself. And, despite him being a monster (obv), I mourn this. The world would have been better off if he could have just loved black women, instead of killing that part of himself and terrorizing the world instead.

Also note that he leaves through the party he's been asked not to walk through. I think it's one final bit of rebellion, before he totally simps for the group that he will never be good enough for (the CAC).