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In case anyone at ConnectWise cares, this missing feature is literally the only thing preventing us from dumping LogMeIn Central and switching entirely to ConnectWise Control.  As others have pointed out, the screen lock thing is an inadequate alternative. For example, there are times we want to be able to supply one set of credentials to gain access to the computer in order to access the login session of a different user (e.g. authenticate with the domain admin, but view the desktop of the currently logged in user).