For example, I have ScrLk on the main layer, and when it's on, it has a different color.
When I press the Fn key to enter a different layer, when I return, the color of ScrLk is back to its normal one. Pressing it once results in it not changing color, since it went from active to inactive state, and the color thus went from inactive(inactive) to inactive(correct)
Similarly, I've got NumLock, CapsLock and FnLock on Fn Layer 1, and when exiting it and going back with any of them active, their colors have reset to inactive. Now, pressing any one of the lock keys syncs up the rest. So pressing NumLock fixes the appearance of both NumLock and CapsLock. The FnLock key itself doesn't have this issue, but this applies to the color change the Fn key does when the lock is active instead. So Fn changes color when FnLock is activated, but when pressing and releasing Fn to switch layers, the Fn key switches back to default colors. This can also be synced by pressing any of the other lock keys.
Oh after messing around with them a bit, FnLock is now the only key that can sync the colors. Or pressing them while FnLock is active. This includes pressing ScrLock while FnLock is active, and Fn is used to switch from Fn1 to main layer to access it. Pressing it syncs CapsLock and NumLock but displays them on the main layer for whatever reason.