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According to the documentation in this link, you should release the lock state each time as there're different enumeration for different lock type. Each enum ensures that the suitable device is on until all the lock requests have been released or after a timeout.

Also please note that, after the given timeout(ms), the given lock state is unlocked automatically. The second parameter of device_power_request_lock() function indicates the specified time after which the given lock state will be unlocked automatically. It takes positive number in milliseconds or 0 for permanent lock. 
So you must release the permanent lock of power state with device_power_release_lock() if timeout_ms is zero.