Hi NamTruong2
My name is Sarah Kong and I am an independent adviser that is here to try and help you with your issue.
Unfortunately that is the facial recognition works.
It will always look for you when machine boots up and goes to login screen and at lock screen.
Annoying I know. I would recommend putting in feedback to let Microsoft know about this annoyance. I know a lot of people have wanted this off at lock screen.
See link for Feedback