I, personally, don't understand this.
You have a lock screen. With the word 'lock' in it. It is to lock your phone from being used by unwanted individuals. Why on earth do you want to reply to messages on a lock screen and do other personal stuff...
But that is just me.
Well if you don't want this to happen, like a lot of other features you can disable it. But for a lot of people convenience > security.