I think we can trick Oxygen into not locking certain files.
Do you have experience implementing Oxygen plugins?http://www.oxygenxml.com/oxygen_sdk.html#Developer_Plugins
I think this can be done by implementing an Open Redirect plugin and a Custom Protocol plugin.
The Open Redirect plugin will receive events before the URL is opened. If the URL is for the index files, you could ask the user if he wants to lock or not.
If the user does not want to lock, you would create an URL with a different protocol pointing to the same resource, for example:custom://user:email@example.com/certain/files.xml?
Then comes the role of the Custom Protocol which would intercept the "custom" protocol and just delegate to an HTTP url connection all methods.
In this way Oxygen would not know that the opened resource is HTTP and thus would not lock it.
Or implementing a Workspace Access plugin you could provide your own view to users. The users would open the index files specifically in that view (maybe they could have a special tree-like structure to choose indices faster).