In case anyone with an Android is confused because they don't see the option: I believe that you have to explicitly enable the Lockdown option in Android's system settings before it shows up.
There are a couple of apps that will also lock down with a tap instantly. I'm sorry I forget the names though, but handy if you have it in hand and "open". I have been using iphone too long now to remember the names of the apps though. you can put a shortcut on every "page" of your android and tap it, it enforces locking the phone by passcode. so on most phones it would be a swipe and a tap, probably less than a 200 milliseconds if you practiced it.
On my Pixel (Android), it's hold the power button for ~2 seconds then select Lockdown.