Honestly I'm not sure, I've never used the phone that way. I will ask the other team members if they have tried doing that and get back to you. 😀
While I'm currently running the 9.5 official version, happy to try a nightly type build if the team thinks they've found something. In testing I've produced this with Daydream using both "clock" and "colors" displays, haven't tried the others yet. Seems to have to do with going from Daydream to lock screen. If the phone is presently unlocked and placed on the dock Daydream will start, but touching the screen brings it right to the launcher display. So it seems it may just be something between Daydream and the lock screen. I've found it can be triggered if Daydream activates with charging as well. Let me know if you need steps to reproduce written up, will get them together for you.