[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Power\PowerSettings\7516b95f-f776-4464-8c53-06167f40cc99\8EC4B3A5-6868-48c2-BE75-4F3044BE88A7]\Attributes

Value Data = 2 (0x00000002)

Now in "Power Options" > "Advanced Power Settings" > "Display"
a new option appears. It says "Console lock display off timeout" set
this value and everything will be good.