We investigate how the ability of the vortex oscillation mode of a spin-torque nano-oscillator to lock to an external microwave signal is modified when it is coupled to another oscillator. We show experimentally that mutual electrical coupling can lead to locking range enhancements of a factor 1.64. Furthermore, we analyze the evolution of the locking range as a function of the coupling strength through experiments and numerical simulations. By uncovering the mechanisms at stake in the locking range enhancement, our results will be useful for designing spin-torque nano-oscillators arrays with high sensitivities to external microwave stimuli.