I know, I'm the master of stupid questions. But since I tend to play an infantry-heavy meta, tanks, walkers, and super-heavies are causing me all kinds of questions.

Can Superheavy walkers be locked in close combat by infantry? This situation came up a couple of weeks ago when I had a terminator squad in close combat with an Imperial Knight. The other player and I decided that it made no sense for a 50-foot-tall iron giant to be locked in close combat by 5 guys in power armor, but that the guys in power armor couldn't just walk away because the Knight was too dangerous. In short, I ruled that my squad was locked in close combat, but the knight could hit-and-run.

However, I don't see anything in the rulebook that justifies that, so I'm asking what the general interpretation of the rules is.