Only if your phone is not secured and updated. Because modern smartphones have advanced technology that safeguards all the contents and keeps other people than the owner from using them, much better integrated with the hardware than any apps could leverage it.
But, if you want the bunq app to also always ask you for your security code, then just set the Auto-Logout to 0 (or a short time of your choice). You can find the Auto-Logout settings in the security preferences. You can find more info about that in this article: https://together.bunq.com/d/27057