E.g. I have git repos where I use multiple remotes (1 Github, 2 Gitlab..). So git is the same as everwhere.. I never felt locked in. It's not too hard to transfer your repos to another provider.
GitHub has pull requests, actions (mini CI integrations), other fuller integrations running off github hooks.
It's the issues, and pull requests that are the most immediate lock in. Transfer away and you lose your issues and PR history.
But more deeply it's the integrations. Even if it's all theoretically possible through other providers, if you have a working CI system set up to "just work" through GitHub then there's little chance you'll want to migrate to a different provider and have to re-do all that configuration.
Even with a dedicated dev-ops team it's weeks of disruption, not to mention the possibility to get half way through and discover something doesn't work the same way in [Competitor].
If you're up and running with github PRs driving JIRA issues and JIRA issues feeding into GitHub issues. And you have paid github marketplace integrations delivering value, then you're not going to look at a competitor unless that competitor is offering something that GitHub doesn't do.
Up to now the competitors have only differentiated on price as far as I can tell. There's certainly no killer feature of GitLab that people talk about.