[michaelmior]

For Android, you can hold down the power button and press the Lockdown option that appears. (I think this may need to be enabled in settings.)

[ranger_danger]

Probably a much better idea to just go ahead and hit shutdown if you're on that screen anyway, since many phones are more susceptible to gear like Greykey or Cellebrite if they have ever been unlocked since the last power-on.