On Android, this is (usually, vendors may vary) hold down `power`, then tap "Lockdown" on the screen. I do like the fact that on Apple you can do it without interacting with the screen.
Similarly, tapping the power button five times in close succession will put an iPhone into "emergency mode", which (a) brings up a screen with prominent buttons to call 911 or your emergency contact and (b) disables biometrics until the PIN is provided.
You are right. I incorrectly assumed that since `power` + `volume up` takes a screenshot, it wouldn't work, but I just tried it, and holding them for a few seconds does lock the phone too.