This actually happens when you adjust the rotations ( Positions ) in the joint editor, normally when working in the pose room with the Joint Editor. Changing the Center point of the last bone is causing a dismatch with the previous bone end point. This does not affect the articulations per se but in the setup room they seem not to be attached, no matter if the auto lock is on.

After adjusting the bone rotations and positions in the joint editor grab the End Point ( Manually with the mouse ) and move it slightly so they will jump together , if the visual aspect is disturbing you. Actually the Center Point is relevant for the movement the end point will not cause any issues if it is not aligned. once done exit the setup room and save your model with the fixed coordinates.

You will note it happen when you are in the setup room and changing the endpoint value of a bone that it will move away from the linked bone no matter if the Auto-lock is on. All this probably happens when using the Joint Editor in the Pose Room. End Points have to match the Center Point values in the chain! Actually just a Visual issue unless you are using Point at features for interactive movements then the end Points have to be set up perfectly.