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If you are just seeing them all say 'locked', apparently that just means you haven't got them yet. It does not mean they are ungettable!

IMO that terminology is a little off-putting, something a little less final-sounding would be better!
 
To confirm I have seen a popup such as "Render Unto Caesar" appear for a few moments in the top left corner of the screen seeming to indicate I have accomplished an achievement. However if I check the settings in game and/or on my Xbox account profile is shows zero progress on any achievements.

I have tried iron-man with and without cloud save turned on with no success.
 
Having checked backstage, it appears there's no intention to enable achievements in the Xbox framework. I guess the achievements Ui will be removed from that version at some point.

Sorry about that!