Sqlite WAL locks despite doc sais it doesn't

I get frequently SQLITE_LOCKED error on sqlite3_step() with WAL enabled, although the doc specifically sais

WAL provides more concurrency as readers do not block writers and a writer does not block readers. Reading and writing can proceed concurrently.

I have two threads, each has one connection. When this problem occurs, the locking thread is only reading (other thread is writing). The problem remains if I turn shared cache off. Did I miss something?

Thank You!