How to Check out files from a SharePoint Library synced to a PC

We have been having users Sync certain libaries to their PC through One Drive. This works great. The one issue we have is when the Library has the Check out/in feature enabled. When the files sync, they show a lock in Explorer and all the files open in Read me. You cant Check out via the old method of File, Info, CHeckout. It never prompts for checkout in a yellow banner like when syncing to a on prem sharepoint. The only way to checkout the files is to go into the Web Sharepoint Library, Click the 3 Dots and check out. Thios defeats the purpose of syncing to a PC to edit with local apps.

Am I doing something wrong? Any suggestions for a work around? The users love Syncing their Sharepoints through One Drive and working off their PC rather than the web versions, but want to prevent multiple users from changing the files at the same time and having sync issues.