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The Anti-theft uses Dr.Web account information—a password is required to unlock the device. If a password hasn't been specified (or if a Dr.Web account hasn't been created), the feature won't work.
Meanwhile, if the Anti-theft is enabled, some Dr.Web and device settings become password-protected automatically—some key parameters (such as the device administrator list, Dr.Web Account, etc.) can't be changed without entering the password.
The only Dr.Web component that interferes with the Anti-theft's operation directly is the Parental Control. Both components use the same password, and if Parental Control is enabled, the fingerprint reader (if available on the device) can't be used to unlock a device that has been locked with the Anti-theft. The password will need to be entered.
If Parental Control is disabled, the fingerprint reader can be used to unlock the Anti-theft.