When users select Spotlight for their Lock screen setting, typically they will see Tips on the lock screen:
But these tips disappear when the Group Policy is set to disabled:
Computer settings -> Windows Settings -> Security Settings -> Local Policies -> Security Options -> Interactive logon: Do not require Ctrl+Alt+Dlt
Users will see the Spotlight image but no Tips:
This behavior is by design.
On a side note - Tips can also be directly disabled in the "Force a specific default lock screen and logon image"