I have the same issue that when I am done with a call, if the screen has locked (set to do after 5 min in my case) then I have to unlock the screen and bring up the phone controls to be able to hang up on the call (iPhone 6s, iOS 9.x.x).
I have narrowed down the issue to using headphones.
If I am not using headphones, then the lock screen does NOT come on during the call. The screen dims, but does not lock, so when the call is over, the screen is still at the phone commands (and undims) so I can hang up with the red button.
However, with headphones in, the screen lock DOES come on and I am locked away from hanging up.
I tried removing the headphones at the end of the call, but once the lock screen comes on, it is on and the phone needs to be unlocked (fingerprint or passcode) to be able to get to the phone commands.
The power button does not hang up a call at the lock screen, just undims the screen (still in lock screen).
My headphones are newer and have a good button on them, so I can hang up with the button, so I am retraining myself to use that button when I use headphones (which I do frequently for longer work calls).