To Chris CA,
I understand you're confusion. But sksimpson didn't say there was a setting on the "iPhone" to not make/accept calls while logged into iCloud. Her original statement was, "I also had to make sure that none of my devices were linked to make or receive calls when signed into iCloud." She meant none of her "other" apple devices such as macbook pro, mac, iPad, etc.
If you have "other" apple devices linked to iCloud, there is an option on those devices to answer calls to your iPhone cell number on those devices too. I had to turn that setting off on my own macbook pro so it wouldn't answer calls to my iPhone because it was annoying. I just turn it on if I'm expecting a FaceTime call that I want to take on my laptop.
I don't know if that feature on the other devices affect how calls ring or don't ring on one's iPhone when it is locked or unlocked. But I thought I'd point out that her original statement was referring to that, and it is not a setting on the iPhone itself, nor a setting specific to "iOS" but to "iCloud."