I would rather make this a feature of your desktop environment / window manager. Then you have this functionality for all apps, and the apps themselves don't have to make that functionality.
Edit: actually maybe what you're looking for is to have multiple accounts on one computer. Then every user has their own desktop environment with their own apps and data and apps are not shared among users.
I'm not going to argue the justification for this functionality with you all any more, and it is a little strange and suspicious that there are so many of you all opposed to a simple option being added to an app. It's a little insulting that you and other commenters think that multiple accounts on a computer and locking a computer with a keyboard shortcut are novel concepts that need to be explained.
If anyone is reading this who would like to help me instead of arguing against the implementation, my email is in my profile.