This might be a case of "read the manual", just found KB73388, which basically says remove the tick from the "on resume, display the logon screen" within windows itself in "Screen Saver Settings".
I've just done that on one of the laptops I'm having issues with, waiting for it to lock and then I'll see what the results are...
It happened again today, on returning from lunch the end user was presented with a windows backdrop and no login screen.
I've checked on rebbot of the laptop that the tick was removed from the "On Resume" screen saver option... just in case we had it set to on in our group policy.
Any idea's anyone?