On many distros, this is disabled by default because there's a chance that the OOM killer will hit something important, like the screen lock. For Ubuntu, enable it in /etc/sysctl.d/10-magic-sysrq.conf.
If the daemon responsible for this is killed, all your sessions will simply be killed.
In no situation will your screen unlock due to a process being killed (in contrast to the pre-logind world, where, if the screenlocker dies, your screen is free for all, as there the locker is just a fullscreen window)