Keeping square marker on the target after switching weapons?

When flying a jet or helo, is it possible to keep the square lock-on marker imposed on the targets from disappearing after I switch to unguided weapons from missiles ?

That way, I can make aiming more precise when using other weapons.

I meant in muliplayer, I use "T" to lock on targets, and then press "F" to change weapons. But as soon as I change weapons to cannons or rocket, I lost the square box on targets. But this player doesn't:

I'm not going to watch a 9 minute video just to answer this question but this is how it's supposed to work.

The cannon, assuming you're playing on the "Normal" difficulty setting, can lock.

Unguided rockets cannot.

Switching to a weapon that cannot lock the target will cancel the lock. This means

a. unguided rockets

or b. GBUs.

and c. the cannon (but only if you're on veteran difficulty or above).

Do you happen to know which specific difficulty setting control this?

Nope. All I know are the presets. But it's not rocket science, just go into the "Gameplay" settings, find the Difficulty tab, and mess with the settings.