Being locked by the radar is not a requirement to launch. It will let you assign the missile to a search radar or a scanning SA-8 or nearly anything on the ground that emits radar. However, the scan rate of the radar when it isnt locked on to you is so slow that after firing the missile it doesn't see the target and self destructs. Every so often the ARM picks up the radar signal at just the right time and doesn't blow itself up, but that is uncommon. This behavior seems to be a bug according to the ED testers.