Mindfulness focus turns itself off on lock screen

I have an automation set up to turn on do not disturb when I use the Calm app. It works fine initially, but turns the do not disturb off on both the phone and my Apple Watch as soon as the phone goes into Lock Screen mode, even though the app is still playing in the background, allowing notifications to disturb me, making the automation pointless. How do I get the mindfulness automation to work as it promises to? I also sometimes want it to work in Sleep mode at night while listening to sleep stories or music.