I am far from a pro (strength wise I'm a beginner in my eyes) but from my experiences with both grips, the thumbless grip can put a lot of stress on your wrist when you start to go up in weight. The thumbless version helped a lot in HS as I was able to bench well over 400lbs with that grip. I began encountering many shoulder injuries and began tweaking my form in many ways (elbows closer in, legs tucked under) but nothing helped until I changed my grip. My lifts began going up and my wrist and shoulders feel great.
The "locked" grip may feel uncomfortable when transitioning from the thumbless version but if you can keep the bar place low in your palm (close to your wrist) it will help you keep your wrist straight and allow you place more force onto the bar.