Dual Monitor / Lock Screen

I'm new to Elementary OS, and have an issue where I will lock the screen but can't unlock it / access the lock screen unless I do it on my laptop's monitor.

Setup:

• Lenovo T440s (primary / always closed & kept in Clamshell mode)
• External display via Mini DisplayPort

Normal use is fine. Just when I lock the screen, I have to open the laptop. The lock screen NEVER shows on the external display.

Is this normal, or something I can change?