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In an entry is left open, the Database never locks itself even if its settings are to lock after some time.
Very easy to replicate: just open any entry, keep it open and forget it for any time you like. You'll see that the database never locks up.
This is well known and won't be changed. See this FAQ for an explanation. The sub dialogs are used for modifying entries and program behavior not for general purpose use. Your best bet is to get in the habit of closing these windows promptly after use. You can also set your workstation to lock.