Earlier quoted context omitted.
This is independent of lockstep vs. predictive and more to do with topology. SC2 (and most RTSs) are peer to peer, there is no server game state, just two clients that synchronize to each other. In that case, one client lagging will absolutely effect another. Also in that case, its incredibly difficult to not have both clients simulating full game state. Prediction could mitigate that (and possibly does, even in sc2)…
Source on SC2 being peer to peer? I see it's server-client based. https://tl.net/forum/starcraft-2/145084-starcraft-2-netcodin...
My speculation: this almost exclusively to protect the private IP of one client being exposed to another client. There is no server processing happening beyond connection verification to help mitigate desync attacks. Deliberate desyncs are still possible though, since I've been the victim of it.