Well I removed the pattern setup and widget locker seems to have no problems now. I have not seen the sense lock screen after unlocking with WL, since changing it. I am not sure I can leave it like this, because I have work email going to my phone, so will probably have to make the decision of having the extra steps, or removing WL for the time being.
I have to be able to lock my phone so others can't see, due to work.
Still a great product though. I really love how flexible it is.
Wanted to add that I've been having the same "problem" (because it's not really a problem); sometimes after unlocking with Widgetlocker, the Sense screen lock shows up, then my pattern lock after unlocking Sense. Sometimes removing the security pattern then readding it eliminates this, but it seems to return after some time. I'm not sure if something I'm doing is triggering it. It doesn't seem to happen with immediate lock, and seems to be intermittent with delayed (3 mins) lock. I'm not rooted. Otherwise, I think everything works great!
edit: Wanted to add settings (Thanks to rhmclay)
I have an unlock screen for a visible pattern set up.
WL Setup Info:
Using the Widgetlocker Slider
Easy Wake Mode is OFF
I don't have an alternative wallpaper set
HTC Weather Animations: DISABLED
I don't have the root bypass turned on (because I'm not rooted)
Always unlock to HOME UNCHECKED
HomeHelper Launcher: NOT ON
Select System HOME: HTC Sense (Use by default set)
Hide Notification Icon CHECKED
I have appear on boot CHECKED
edit #2 - first time tonight for having Sense reload after coming off a phone call. Is the consensus still to use Sense for the default home (as I have been doing) and not home helper?