Not sure how to change it, but I think I know why.
When you lock, the time until the screen turns off goes right down to a couple of seconds - you can stop this by wiggling you mouse or pressing a button like normal. This is different to sleep where it uses very little power and the state is moved to memory - background process will still be running when the screen is off.
You may be able to adjust this in the GUI by changing when the screen goes off in settings, but I have not tested.
British Gas is not exactly a oil company - they are a energy supplier for households (electricity & gas). However he could definitely be considered evil for pushing UK energy companies to excessive profiteering.