Welcome to Android Central! Are you unintentionally touching the fingerprint sensor while the phone is in your pocket, or is the phone coming on without touching it at all? If the latter, it's possible that if you have the Automatically Lock interval set to more than a few seconds (like say, 5 minutes), then the phone will still be unlocked 5 minutes after putting it in your pocket. So if the Home or Power button is accidentally pressed, it won't require your fingerprint or PIN.
Try turning on the Power Button Automatically Locks option, so that when you press Power to turn the screen off (before putting it in your pocket), you'll know the phone is locked.