It’s even worse: If you have an iPhone with Thread radio, the iPhone creates a temporary Thread network for the Matter pairing process. You get a couple of warnings but still can pair the Smart Lock to it. Unfortunately this works only for the Matter pairing process, because afterwards the phone disables the network and only temporarily enables it again (e.g. when the Home App is opened). Mains powered Thread devices are very aggressive in searching for networks and will therefore quickly reconnect to such a temporary network and might work locally, when the phone is near by (similar to how hubless HomeKit via Bluetooth worked in the past). For battery powered Thread devices (such as the Smart Lock) the Thread standard currently does not provide a mechanism do to this in an efficient way and therefore battery powered devices do not work with this feature.
Unfortunately Apple does not provide a way or mechanism to deny pairing with such temporary, phone created networks. But we’re locking into the topic and will post in this Thread when we have an update. In the meantime please follow what’s written in the Nuki help center and make sure that you have a Thread border router in your Apple Home network.