There is a potential weakness in the Windows 10 OS, because USB devices are recognized before the user signs in, or at least after the user has signed in and the screen has locked. The system should be programmable to not allow USB devices to mount, or any other hardware changes to occur, while the system is locked.
There could also be weaknesses if network traffic is allowed while the system is locked, because a program could run while the system is locked and upload all the information on the computer through the network connection, and the user would never know if the program automatically terminated while the user was logging in.