I have also been having the same issue. I have smart lock set to keep my phone unlocked when I'm paired with my Galaxy Watch or my car's bluetooth, and also when I'm at a certain location like my house or work. I've noticed it does eventually lock itself regardless after a certain period of inactivity which is normal, but since the latest update came out I've noticed it does it seemingly at random. The only work around I've found for this so far is to remove my watch and car from the list of trusted devices and re-add them however; this is a temporary fix as it seems to go right back to doing it after about a day. Hopefully Samsung can get this patched soon because it is really inconveniencing.
Just posted this on another thread. Figured I would share here too, in case it solves your issue.
Check your battery optimizations and make sure it is off for bluetooth and location services. I haven't seen this recommended anywhere through all the searching I've done.
I don't know if this will fix it or not, as I just changed the setting on my s10+. So far it seems to be working though. If it is the case, then they need to make it so when you enable a smartlock function that the battery optimization settings for the chosen function are changed automatically.
It started messing up for me with the update to Android 10.