Sometimes you do have to lock the wheels. This is towed-truck specific, I'm guessing to differences in steering caster setting variations. Some trucks will not want to move straight any distance at all, immediately turning the wheel all the way to one side or the other when pulled. Others will turn to full lock when change in direction is significant but then will not straighten out by themselves. Most will be just fine. For those that give you problems, you can tie them of in a general straight direction with a rope or strap from the steering wheel to some immoveable object in the cab.
After hooking up a truck, I always test-pull a short distance, away from traffic, that includes a tight turn in each direction to see if the towed truck has a tendency to fight back. I have done this at the Govt. surplus lots before pulling out on the road. I explain what I want to do to the lot personnel beforehand and they have willingly allowed it. (In fact, I like to test pull even if using a trailer just to see if there is any issue)