Having attempted to encourage this as a habit for my users for about a year, and not a single one doing it, I've had to come up with other solutions that takes it out of their hands. (It's not business-critical for us, however we try to encourage good security habits all around).
So no, I don't think it is an automatic reaction for the majority of people. Although, this is government - so I would have expected a bit more rigor. Perhaps working in a home environment contributed to relaxing of security habits.
Side note: Windows + L was a bit easier to remember than Ctrl+Alt+Del -> Enter -> Enter for the users who made good faith efforts at making it a habit