I could not reproduce that!
I changed Settings > Security > Screen lock to None.
I connected a phone call.
I Soft reset; connected a phone call; reboot; connected a phone call; checked each time that Screen lock remained off.
I cannot help wondering if there are certain SIM cards which do not work well with /e/. Compare this post: Location doesn't work - #10 by yz3en. (Pure speculation; what if … a carrier required a call to Google under certain circumstances?)
You might care to share the carrier you are using.