Situation: No unread messages, phone locked.

Me: Do I have any unread messages?
Siri: There aren't any unread messages.

Situation: One or more unread messages, phone locked.

Me: Do I have any unread messages?
Siri: You will have to unlock your iPhone first.

I was not asking her to read the content of my messages, just whether I had any unread messages. The second answer does not make sense in light of the response to the first scenario.