Because they're very tightly linked.

AWE memory is allocated using the AllocPhysicalMemory API call (I'll get you the actual API function name if you want). Only applications with the locked pages in memory privilege have permission to call the AllocPhysicalMemory API

Hence just enabling AWE tells SQL to please use the AllocPhysicalMemory API call instead of VirtualAlloc, but unless you enable locked pages in memory, the SQL process does not have permission to call that API.