The sample in question is using Lock embedded in the client application itself and with the oidcConformant option enabled which is correct and supported since Lock 10.22 version.
However, that requires additional configuration on the client application side so that is likely the most probable cause of the issue. In particular, you should review the settings related with cross-origin authentication (see the reference docs for how to configure your client for cross-origin authentication).
If that is not the source of the issue, you should include more information about the actual error and not just the message, for example, check the network trace for failed requests or JavaScript console errors.