This issue only occurs if the mouse if grabbed in guest OS. From technical perspective, there is no generic solution to this problem. But we can add below option in /etc/vmware/config:

mks.screenSaverTimeout = "..."  # Set to to the number of seconds slightly lower than the host lock setting

Then after the specified number of seconds of idle time in guest, the mouse will automatically ungrab from guest, and the host can lock successfully.

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