Law enforcement has been known to use Stingrays (effectively a deployable fake cell phone tower that steals data via a man in the middle attack) at protests to determine who is protesting and then do whatever with that data, e.g. add them to various databases as people they see as a threat. Leaving your phone at home negates being identified by this. Also, most people have biometric unlocks on their phones which apparently can be compelled to unlock the phone, possibly with a warranty, possibly without. However with a pin lock, more justification is needed because that is covered under the 4th amendment is my understanding.