We combine social and technical methods to encourage IT people to lock their PCs: default screen saver/locking settings plus the threat of goating. (The last place I worked actually locked the screen saver settings.)
One thing to keep in mind is that if you have applications (particularly if they are SSO) that track activity, changes, or both, the data you collect may be less valuable if you can't be sure the user recorded in the data is the user who actually made those changes.
Even at a company like ours, where there isn't a lot of company-related sensitive information available to most users, there's certainly potential for someone to acquire NBR data from another employee via an unlocked workstation. How many people save passwords to websites on their computer? Amazon? Fantasy football? (A dangerous goating technique: drop a key player from someone else's roster. It's really only funny if the commish is in on it with you, so the player can be restored ...)
Another thing to consider is that you can't be sure that everyone in your building belongs there. It's much easier to hack into a network if you're actually in the building: of course the vast majority of people in the building are there because they're allowed to be, but you really don't want to be the victimized company when that one guy in a million does get into the building. (It doesn't even have to be an intentionally bad guy: it could be somebody's kid, a friend, a relative ...) Of course the employee who let that person in could also let that person use their computer, but that kind of attack is much more difficult to stop.