CuttThru: Hey, good point. I was unaware of that. I tested it and it actually isn't log off: it's the switch user, it leaves you logged in. One might also be leaning on his free hand or eating with it or something, so he'd rather just doubleclick the shortcut than use it to find the Win+L. Edit / Add: One might also have a keyboard not infected with the windows key.
thesecretfire: I'll check that out, but I'd more likely do this without external progs.