At my current employer, there is a policy that is pushed out daily that includes a setting that forces the display on the computer to never go into sleep mode (on Mac that is System Preferences -> Energy Saver -> Turn Display Off After, and I forget the exact name in Windows, but also under energy settings). I have experienced this on both the Windows platform and the Mac platform leading me to conclude that this was an intentional decision. Note that I am talking about having the monitor go into a power-saving, display off mode, not locking the screen, which is (sensibly) set to a small number of minutes.
Are there specific security or hardware management issues in Windows or Mac OS X that would require forcing a monitor to always remain powered on (albeit with a screen saver running)? My own experience suggests that allowing the screen to power down does not interfere with properly locking the system either manually or via the screensaver timeout setting.