In Google documentation about ACTION_SCREEN_OFF they write:
This broadcast is sent when the device becomes non-interactive which may have nothing to do with the screen turning off. To determine the actual state of the screen, use Display.getState().
So I asking when the screen becomes non-interactive and it still turned on.
When you press the power button to lock the screen (or even if the device's screen lights get off, due to inactivity), at that time it goes to a non-interactive state.
And yes, the device will be turned on.