Hey, I found biggest threat in my 6z. Issue is whenever I connect my MI Bluetooth headset, once it's connected. It never asked fingerprint, pattern or face unlock to unlock the mobile I just need swipe from bottom to top .
Even display wake-up after a hr still I can unlock without any worries if my headset is connected.
As @aditya.a.s.singh.18 mentioned, this sounds like a Smart Lock issue. In Settings>Security and lock screen>Smart Lock>Trusted devices, ensure that your headset is not a trusted device if you do not want this behavior to happen. If that doesn't resolve the automatic unlocking issue, please update this thread.