I believe this might need to be enabled somewhere in the settings.
Correct; thanks to your advice and GP's, I found this under Settings->Lock screen->Secure lock settings->Show Lockdown option.
Correct. Go into settings, search for "lockdown" and enable. On my Pixel 3 XL, I can then hold down the power button and while holding it a menu comes up that includes the option to shut it down, reboot, lockdown, or emergency.