I have installed an
When I lock my Windows session, then get back to it, Ubuntu session inside the VM is also locked,
How can I prevent
VM from locking? (In any situation)
As thomasa88 suggests, the Win+L command to lock your screen will be received by both your host OS (Windows 7) and your guest OS (Ubuntu).
You have two options to solve this:
Here is a screenshot of the final step:
(I don't currently have sufficient reputation to add a comment, so I'm providing this answer.)
Top right corner > System Settings > Brightness and Lock, and adjust the settings according to your needs.
This is done inside your VM.