There's no built-in option because the existing method of OS user accounts is the best way to password-protect your mail from casual breaches (short of encrypting the drive). Lock the computer with Win+L.

Thanks for your answer

Yes but sometimes you'd like to grant a friend access to your computer to watch a movie, but not read all your e-mails, without creating a guest account

Have a standard account for such guest access, separate from your day to day account. If you're granting access to other people to your account, thunderbird is not the only thing they have access to.