Why OnSessionChange is not called when windows locked? But SessionSwitchEventHandler works

I want to write a service that detect system lock event.

Firstly, I do it with overriding the OnSessionChange method from the ServiceBase.

public SimpleService()
{
    ServiceName = "Name";
    CanStop = true;
    CanPauseAndContinue = true;
    AutoLog = true;
    CanHandlePowerEvent = true;
    CanShutdown = true;
    CanHandleSessionChangeEvent = true;
}

    protected override void OnSessionChange(SessionChangeDescription changeDescription)
    {
        UpdateDatabase updateDatabase = UpdateDatabase.Instance;

        switch (changeDescription.Reason)
        {
            case SessionChangeReason.SessionLock:
                Console.WriteLine("Locked \r\n");
                break;
            case SessionChangeReason.SessionUnlock:
                Console.WriteLine("Unlock \r\n");
                break;
            default:
                break;
        }

        base.OnSessionChange(changeDescription);

    }

But this one does not work.

Then I used the eventhandler SessionSwitchEventHandler from the SystemEvents, and it works.

    static void SystemEvents_SessionSwitch(object sender, SessionSwitchEventArgs e)
    {
        if(SessionSwitchReason.SessionLock == e.Reason)
        {
            Console.WriteLine("Locked \r\n");
        }

    }
    SystemEvents.SessionSwitch += new sessionSwitchEventHandler(SystemEvents_SessionSwitch);

But I just dont understand why??? Could someone give me a hint about the difference between these two methods?