Use Screen Security to prevent Signal previews from appearing in the app switcher on your phone. This is unrelated to the screen lock designed to lock your Signal screen so that you can't interact with the app.
How do I enable or disable Screen Security?
In Signal, tap your profile > Privacy > Screen Security (Android) or Hide Screen in App Switcher (iOS)
To enable, tap the slider so it is blue.
To disable, tap the slider so it is grey.
A blue privacy screen with the Signal logo will appear to cover your Signal text.
On Android, this will also prevent screenshots of Signal on your own Android device.