I encountered this certain problem a few days ago on the My Files app.
I was transferring some photos from my Galaxy S10+ to an external hard drive through the USB-C port. It was quite a bunch (~4GB) including videos. I let it do its thing without using my phone, so naturally later on the screen would time out.
When transferring files, there would be a progress bar that would pop-up.
A few minutes later, I checked on the progress of the transfer so I unlocked my phone, and was I shocked when the progress bar was gone!
I went ahead and checked the folder in the hard drive and some files did transfer. However, I discovered that the activity light on the hard drive was still ongoing, so I refreshed the folder by going back and into the folder again and saw that the number of items in the folder was still increasing.
That means that despite the progress bar being gone, the transfer was still ongoing! Good thing I didn't unplug my hard drive immediately.
Has anyone here experience this kind of behavior in the My Files app?
P.S. I also did the same thing in my S8+. Transferring files, leaving it, then unlocking it, and saw the same thing.