If you step away from your desk for thirty seconds, I can install malware that captures your financial passwords (and cookies) next time you log in. The reason password managers universally don't support the feature you request is that they'd be giving their users a false sense of security. You don't have extreme protection at all. I'm sorry, I wish computers didn't work this way, but they do, and you have to keep yourself secure in the world as it exists and not in the world as you wish it were.

The usual way of solving this in corporate scenarios is to keep the office physically secure such that no outsider can get to someone's desktop in a tiny window without being noticed, and them set the screen to lock after a minute or so.

For personal computers, don't leave your laptop unlocked at the cafe when you go to pick up your coffee. Get in the habit of closing your lid.