Code that loops through number of files and runs a called sub on each works sometimes. Why

Attached is the GetOpenFileName and Loop as well as an example of a Sub I might Call within it.
My main question is: Is there a different way that I should be doing this that would be less volatile? I was hoping to be able to get it working well enough that whenever I need to do some operation on several workbooks I could just call that procedure from this loop and it work. I have used it with a couple different processes and it works fine but others it gives me trouble. Specifically I have code in ThisWorkbook of many of the files I need to manipulate as below:

Private Sub Workbook_Open() 'Should be saved in the desired workbook's ThisWorkbook Object

Dim Wksheet As Worksheet

'Step 1: Protect the sheet with a password
For Each Wksheet In Sheets
    If Wksheet.ProtectScenarios Then
            Wksheet.Unprotect Password:="locked"
            Wksheet.Protect Password:="locked", UserInterfaceOnly:=True
    Else
            Wksheet.Protect Password:="locked", UserInterfaceOnly:=True
    End If
Next Wksheet

End Sub

My understanding is that this would allow me to manipulate with a macro because it would always have UserInterfaceOnly:=True once opened.
This does not work for me. Why? I have to unlock the sheets within the sub to get it to work reliably.
One more note is that I usually run this macro from any random workbook. I am trying hard to learn VBA but I can't seem grasp it like I would hope.

Sub ModCondForm() 'Modifies the formula of the conditional formatting of two cells in the Shift Reports

   Range("B20").FormatConditions(1).Modify _
   Type:=xlExpression, Formula1:="=OR(F20<0.0015%, F20>0.0018%)"
    
   Range("B21").FormatConditions(1).Modify _
   Type:=xlExpression, Formula1:="=OR(F21<0.15%, F21>0.17%)"
    
End Sub

Sub LoopThroughSelFiles2()
   
   Dim FolderPath As String
   Dim SelectedFiles As Variant
   Dim NFile As Long
   Dim FileName As String
   Dim WorkBk As Workbook
   
    ' Turns screen updating off to speed up macro execution.
    With Application
            .ScreenUpdating = False
            .EnableEvents = False
    End With
           
    ' Modify this folder path to point to the files you want to use.
    FolderPath = "C:\"
   
    ' Set the current directory to the folder path.
    ChDrive FolderPath
    ChDir FolderPath
   
    ' Open the file dialog box and filter on Excel files, allowing multiple files
    ' to be selected.
    SelectedFiles = Application.GetOpenFilename( _
    filefilter:="Excel Files (*.xl*), *.xl*", MultiSelect:=True)
   
    ' Handles the error if user clicks the cancel button or x's out of the "Open File" dialogue box.
'    On Error GoTo ErrorHandler
    
    ' Loop through the list of returned file names
    For NFile = LBound(SelectedFiles) To UBound(SelectedFiles)
      
        ' Set FileName to be the current workbook file name to open.
        FileName = SelectedFiles(NFile)
                   
        ' Open the current workbook.
        Set WorkBk = Workbooks.Open(FileName)
       
        Call ModCondForm
       
        ' Close the workbook saving changes made and move on to the next file.
        WorkBk.Close savechanges:=True
                
    Next NFile

    With Application
            .ScreenUpdating = True
            .EnableEvents = True
    End With
    
Exit Sub

'ErrorHandler:
''    Select Case Err
''        Case 13
''            Exit Sub
'        Case 4004
'            Resume Next
''        Case Else
''            Resume Next
'   End Select
      
End Sub