Yes, i do regulary and i hate it – i depends on how you hold the phone and if the sensor that should turn of the screen in such situations is covered. And works as it should. Sadly i found for me, FP1 sensor is not reliable or at the wrong place or i am simply holding it wrong. Whatever.
The only think that helps me is to remember to manually turn off the screen by pressing the power button as soon as i have a connection.
Like @ben already suggested this might be caused by the proximity sensor being very sensitive.
Maybe it would be an idea to use a call screen lock app?