When you navigate to https://*.auth0.com/authorize endpoint you’re essentially navigating to the hosted login page which means if the request requires interaction with the user in order to complete the process (for example, the user needs to input their credentials) then that interaction will be performed in accordance to the current configuration of the hosted login page.
By default the hosted login page uses Lock 10 to handle the interactivity so if you want to customize the appearance of Lock in the hosted login page you’ll need to access your Auth0 Dashboard and customize the hosted login page. In conclusion, you’ll be setting the Lock options for customization directly through the Dashboard editor and not sending them when you navigate to the authorization endpoint.
See the reference documentation on how to use and customize this page for further information.