Not showing video cover or playback when Ipod is "locked"

Hey, i recently updated my ipod touch 5th and i felt that i should do a completely wipe-out to start fresh...

However i am having some issues which is bothering me...

i have the first problem is with the video playbacks, like i play a video (doesn't matter the app) if i press the lock button (the screen turns off like it should) however the sound of the video keeps on going (previously it completely stopped), and if you "unlock" the device, on the unlock screen you can see like a cover of the video..

That pretty much ruins privacy..

Why is this happening after resetting the ipod and setting it up as a new one? is there a way to turn it off?

THanks in advance