Really? I have never seen this in Windows. Don't get me wrong, I've seen plenty of lock screen failures in Windows, usually in the form of it suddenly being unresponsive, just never anything that actually gave me access to the locked session again.
The closest I've seen is when using RDP, if the Window has been minimized or hidden or otherwise has had reason not to update its display, then locked due to timeout, it will briefly show the last image it rendered when reactivated before updating and showing the lock screen.
P.S.: As other users have pointed out, Windows does have some known lock screen bypasses using accessibility and help dialogs, but in regards to merely crashing the lock screen, I haven't seen it behave in an insecure way.