I have the same issue with my Gear S3 Frontier. It will always ask me for my PIN whenever I use the watch after a screen timeout. I'll make sure the watchband doesn't shake loose during the timeout but it still does this all day. No solutions online so I just turned off my PIN.
I also realized that my watch no longer counts steps anymore nor does it read my heart rate. I turned on/off my watch to no avail. Might check some settings because my son keeps playing with my watch when I change his diaper!!!!!!!