Depending on the setting, the "Secure Folder" will not be locked until, for example, a timer has expired or the Samsung device has been restarted. The "Secure Folder" can also be locked manually using the menu in the folder.

Android 10 (One UI 2.0)
Step 1:  Open the  Secure Folder
Step 2:  Open the  menu
Step 3:  Tap on  Lock and exit
  1. Open the Secure Folder
  2. Open the menu
  3. Tap on Lock and exit

Samsung Instructions