Answering in 2022
If your user account is an "Active Directory" account (if you are logging into a Windows Domain) then you might be unfortunate enough to be working at a company where the IT department thinks they can play god on each employee's computer under some ill-conceived notion of security. They are responsible for this annoyance.
Using RegEdit you can go to "HKEY_LOCAL_MACHINE\SOFTWARE \Microsoft\Windows\CurrentVersion\Policies\System", create a DWORD value named "DisableLockWorkstation", set the value to 1, restart the computer, and then avoid logging into the domain.
You will notice that the problem will be gone.
Unfortunately, next time you log into the domain the problem will return, because the geniuses at your IT department have created administrative domain policies that cause this setting to be reset each time.
There are ways to prevent administrative domain policies from being applied, but that is beyond the scope of this question.