General lock screen question

I have a question and after running around the interweb for a couple of days I decided I needed to jump into the "
pit". I mean, any place with pit in the name has got to be the place to go, right?

Anyway, here is my question. I'm fairly new to the world of smartphones and I am rolling with an S4 mini upon which I have installed Widgetlocker but this question is about lock screens in general.

I've noticed that if I select one of the apps on my lockscreen such as Phone or Messages, if I press the back button the phone will go back to the lock screen but if I press the home button, the phone will go to my home screen. Is there a lock screen out there (or is it even possible) that if I go to an app from the lock screen, after I am done using the app, if I press the home button, the phone will only go back to the lock screen.