With lockbox, you would need to set it as a write/outbox relay on your profile for your notes to show up in other people's follow feeds. That way, your notes will only be served to people who follow you that you also follow. It will only work that way if you choose to publish only to lockbox when you create a note. Otherwise the note will still go to your other write relays. The conversation will slowly become more visible to everyone, as people reply to you, since replies are sent to your read relays. Some clients do not respect the "protected" feature, just as you saw in your first experiments with impromptu. But lockbox was designed to do it that way on purpose. I did not set it as a write relay when i wrote my note there recently, which is why you did not see it anywhere else.