Another post[1] on the same website suggests that DMA is also disabled for Thunderbolt when the machine is locked.
[1]: http://www.breaknenter.org/2012/02/adventures-with-daisy-in-...
[1]: http://www.breaknenter.org/2012/02/adventures-with-daisy-in-...
EDIT: Got it. It reactivates the Guest user when you turn on the "Find My" feature, but you can deactivate Guest user afterwards.