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This is particularly important on Mac, where unless we do this the Bookmarks/History
menu bar items will reflect the last active profile (which has now been locked).

On Windows this is a nice to have and to be consistent. Overall this adds an extra
layer of security that you won't accidentally open a locked profile's window.

BUG=412952

Review URL: https://codereview.chromium.org/585653002

Cr-Commit-Position: refs/heads/master@{#296187}