Hi:
As explained here:
http://support.sas.com/kb/5/370.html
...it seems to me that EG is working as designed. Once the table is opened in update mode, it makes sense that no other process could simultaneously update the table.
If your installation does have the SAS/Share product on the server, then, you can investigate how to implement row level locking, as described in the SAS/Share documentation.
I'd suggest working with your SAS Administrator first, to find out what SAS products are on the server and/or working with Tech Support on this question.
cynthia