@john1938
Question: Do you have Zorin 15.3 Core or Lite?
For Core, you can turn off “Lock Screen” in Settings>Privacy.
I can see no settings under Settings>Power that relate to Lock Screen.
Maybe @phunsoft has Zorin 15.3 Lite, which could be a bit different.
Edit:
Whilst not exactly what you want, there are some possible “lid closure” action alternatives mentioned here:
Note: Zorin Core has Gnome desktop and Gnome tweaks can be installed to mildly “customise” Gnome desktop.