I got excited when i saw your observation, but then I realized my computer has this problem even if Steam is not running in the background. The only other programs that actively run in my background are Focusrite software for my microphone, Riot Vanguard, Google Drive, OneDrive, Dropbox, Nvidia drivers, GeForce Experience, and TeamViewer.
The failure for my computer to lock, activate the screensaver, and turn off the display is a relatively new behavior starting sometime over the last several months.