Another screensaver daemon is started in conjunction with locking
For example you may have set up only xscreensaver to be triggered on login in session autostart. When xfce4-session locks screen before sleep, it starts xfce4-screensaver, if it is installed.
This is a kind of rebirth of the bug that was reported over 13 years ago: https://bugzilla.xfce.org/show_bug.cgi?id=3770
Use the running screensaver or the configured locker command (or a possible fallback locker). xflock4 script can do that.
Tested in: xfce4-session 4.14.2 (Xfce 4.14)
The power manager has similar issue: xfce4-power-manager#127