Buckmark slide does not lock after last shot

I shot my used Buckmark, standard, yesterday and was surprised to find that the slide did not lock back after the last shot, used two mags and the same thing. Am learning about that little gun as things fell out when I cleaned it. So, there are "things" that I am going to have to learn about. Something seems a bit off when I have to remove a rear sight to remove the barrel. I thought it was something when I have to use am empty .22 shell to break down my S&W 622 pistol!! Now that ain't "nutin". Does the Buckmark not lock after the last round?