|Win+L disconnects the user, not the system. When you reconnect your user account is then connected to the network.|
It is the same when you boot up. The network is up and running as soon as you get the log-on screen, or at least it will if you give it time. You dont need a logged on user for other computers to access the compter via a network connection.
The only way to lock the network connection is to disable the NIC, or pull the cable or switch off.