Hiya MVB29,
It’s great to have you here in the Apple Support Communities! I understand that Siri instructs you to unlock your iPhone even though your settings should allow this feature with the iPhone locked. I’m happy to help out.
What would you like to use Siri for?
If you’re having issues using Siri for HomeKit accessories, this could be expected behavior.
"When you lock your device, some accessories can’t be controlled using Siri. For example, you need to unlock your device before you can use Siri to unlock your door."
There’s more info about that here: Control your home with Siri
It’s also a good idea to ensure that your iPhone is using the latest iOS version of iOS 13.3 to rule out software issues: Update your iPhone, iPad, or iPod touch
Cheers!