Why are audit watch rules removed when the immutable flag is set?

Issue

• Audit watch rules are removed even when the lock configuration '-e 2' has been implemented

# auditctl -s
AUDIT_STATUS: enabled=2 flag=1 pid=3543 rate_limit=0 backlog_limit=320 lost=0 backlog=0

/var/log/messages

...
Mar 21 21:00:24 <kern.notice> localhost kernel:type=1305 audit(1453381224.790:35952951): auid=4294967295 ses=4294967295 op="remove rule" key="FILE_A" list=4 res=1
Mar 21 21:00:24 <kern.notice> localhost kernel:type=1305 audit(1453381224.790:35952952): auid=4294967295 ses=4294967295 op="remove rule" key="FILE_B" list=4 res=1

/etc/audit/rules.d/audit.rules

-w /appl/script/job/service/restart_service -p w -k FILE_A
-w /appl/script/job/service/restart_service -p x -k FILE_B