The Celestial Being has found out that Anew is an Innovator and thus engaging them with a fight. Lockon's feelings get in the way of executing Anew. This made Setsuna promise that if Lockon cannot pull the trigger then he will. Lockon's reasons not to fight Anew is greater than to, as what Setsuna said.
Unfortunately, things got tangled up in the encounter and Setsuna ended up killing Anew. Lockon and Anew were able to communicate one's thoughts and feelings to each other by Gundam 00's "magical stardust" from its solar furnace.
Ending is, Lockon made Setsu a punching bag. But Setsu did nothing back. It's just that he understands what his friend is feeling at that moment. Even if Tiera or Allelujiah will stop him, it will not change anything back. They let him vent on Setsuna.
I hate to see my baby Lockon crying. (His Gundam is my most favorite of all. I have always wanted a sniper gundam. ^__^) He is just too beautiful to see him crying like that. I wish i could have put his arms around him, comfort him or anything that pleases him.
So I wonder what's next? Is it going to be him and Feldt or what? I'm sooo excited in his love life.