The airlines will now email you your boarding pass, which is a nice time-saver. And if you're like everyone else I know, you have a passcode on your phone but with at least a 5 minute timeout on it, so that you don't have to type your code repeatedly while you're actively using the phone. (It's a tradeoff, and one that almost everyone chooses.)
So you get to the front of the security line, wave your phone in front of the barcode scanner, and then you are forced to toss your phone in the basket for the x-ray machine.
So now you're guaranteed that your phone is both unlocked and out of your possession. What would Michael Westen say!
Not to mention, if you are lucky enough to get some kind of "special treatment" from TSA, there's nothing technical that stops them from browsing through your email, as long as they do it quickly enough, or just tap the power button every few minutes to keep it from ever hitting the lock timeout.
There's no "lock immediately" command on the iPhone. Changing that setting is buried half a dozen levels deep in preferences and hard to find. Siri doesn't understand "lock my phone now" either. (And even if Siri did work, Siri doesn't work -- like you're gonna have functional data service in an airport!)
If you don't remember to change that setting before you get to the airport, I guess you could just power the phone fully off after waving it at the barcode scanner in the security line, but you'll need to power it on again to scan it at the boarding gate, and that burns battery like crazy during the 5 minutes it takes to boot up.
Jumping through those hoops is a level of paranoia that will make most people just say, "eh, fuck it, probably nothing will go wrong", and almost all the time they'll be right -- except when they're not, which is why security issues like this should fail safe.