Macbook external monitor security flaw while waking from sleep

I use my Macbook Pro with and external monitor using original mini display port to VGA.

When my Mac goes to sleep I unplug the mini display port.

The next day I plug the mini display port and instead of showing Login Windows, the external monitor shows the last image of my open applications 😮

Any ideas?

Macbook Pro 13-inch, Mid 2012

OS X Yosemite 10.10.5