Brian, The reason you cant understand why having a requirement to unlock files using a password each and every time can improve security for the many users requesting this is because you have failed to understand the scenarios for each of the users. Many of these users have reasons for not wanting , or being able to use a screen saver with the timeout settings you would claim give them the security level they require. Many have other reasons. You are in no position to lecture users on when and where your measure x is more important than their reason x.
You are in a position to advise – and if youre going to be dogmatic, provide innacurate information (a screen saver is not sufficient to prevent someone with physical access to a drive from delete files, moving them, copying them etc) and and start throwing around sanctimonious terms like ‘security theatre’, then your in a position to be ignored as well.