Anti Theft pin only works with internet connection

My little sister accidentally blocked my phone. It wasn't with 4G connected and we were far away from wifi. When it blocked it started making siren sounds and saying "this phone has been lost or stolen". It said I should enter the pin. I entered and nothing happend. I had to wait until the battery die and when I came home and charged it, It connected automatically to the wifi and I was able to enter the pin and it worked. Is there a way to enter the pin without internet connection?

Hello, Maria.
We'd like to inform you that an active internet connection is required for AVG Anti theft features to work.

Hello, Maria.
We'd like to inform you that an active internet connection is required for AVG Anti theft features to work.