The phone asks for the PIN if it's locked. If the screen is blank a fingerprint alone is enough. The fingerprint is an additional means of security for a locked phone, it's not the only means. Since fingerprint scanners can be tricked, once the screen locks, you have to do both.
There's a separate timer for screen timeout and lock screen - if you have them both set the same, it may seem as if the phone asks for the PIN ecery time, but set the tmeout for 15 seconds, and the lock for 1 minute and you'll see the difference. 45 seconds and the screen has been black for the last 30 seconds, but you can still bring it back with a fingerprint.