Password Protecting DoxCycle

We invite our employees to use TaxCycle to file their own return, but also encourage them to put a password on the TaxCycle and DoxCyle file.

It seems like there is a loophole with the DoxCycle side, because if I go to the actual PDF file in the Windows Explorer, the PDF itself is not protected and can be open normally in Adobe or equivalent.

Am I missing a setting?