It is a side-effect of bugs in mate-screensaver and mate-menus:
Please subscribe to both and mark yourself as affected.
Possible workaround is to remove MATE Screensaver and temporary replace it by XScreenSaver:
sudo apt-get purge --autoremove mate-screensaver
sudo apt-get install xscreensaver
systemctl --user enable xscreensaver.service
systemctl --user start xscreensaver.service
then test it using Ctrl+Alt+L.
Reverting to default screensaver is possible by
systemctl --user disable xscreensaver.service
sudo apt-get purge --autoremove xscreensaver
sudo apt-get install mate-screensaver ubuntu-mate-desktop ubuntu-mate-core