Galaxy Note Phones lock when call ends Galaxy Note 3, and Galaxy Note 4 Edge:

When a call ends because:


The caller hanging up first, or
Ending call using Bluetooth earpieces (a number of different brands and models)


The device LOCKS.

It does not do that if you end the call first using the buttons on the device screen.

Also this problem is with:


Phones that are encrypted and phones that are not.
Phones that have S View covers, or have no cover at all.
Phones that use PIN lock, and phones that use fingerprint lock.


Note also that this problem does not occur on S3 or S4 to my knowledge, but that is simply a friend claiming that he does not have this problem with his phones.
As far as I can tell, that is simply the phone working as designed. If you receive a call while the device is locked, the device will remain locked after the call ends. This should be the same whatever device you use.

It may be different if you set your device to have no lock screen, but I hadn't tested it.