Keep iPad from Shutting Down If Locked?

well tons of people here write because they have ended up in stations when their ipads crashed and they need to force restart or put them in to DFU mode to reinstall the software, your request would likely cause headaches for those people

but you can suggest it to apple by using their feedback channel Feedback - iPad - Apple

though if it was added then any thief worth their salt would likely find a quick way to disconnect the battery physically to counter this measure.

There are key security features for iPhone that are, inexplicably, not yet available for iPad...

An iPhone will continue to participate in Apple's Find My network after being shut-down - however, for reasons known only to Apple, this feature has not yet been implemented for iPad and iPadOS. Similarly, the Stolen Device Protection feature is also only available for iPhone.

Whether or not these features will ever be released for iPad is unknown, but have been requested by many.

Apple invites submission of comments and Feature Requests via its Product Feedback portal. For iPad and iPadOS:

Feedback - iPad - Apple

If you would like to add your voice to the others that have requested these features, this would be the most appropriate channel through which to make your views known to Apple.