This is the only problem with the Edge.
Previously, I used a Nexus 4 that has the power button on the top. I always had a problem with the phone turning on and doing things in my pocket and not knowing this until I started felling the display heat up. By then the the battery would be down to 70%. It didn't matter if I had slide to unlock or pattern unlock, it still managed to unlock.
I got my Note Edge delivered on Saturday and Saturday night, I already had the phone turn on once in my pocket and change some settings.
I've had my Note 4 for a week now and because the power button is on the side, it has never turned on while in my pocket. I plan on ordering that wallet case and hopefully that helps.
I have never had this problem on any iPhone and they have the button on top.