Apart from fixing the small privacy leaks in Lineage, ∕e∕OS doesn’t seem to offer much extra in the way of security hardening.
With /e/OS, the bootloader can be relocked on Fairphone, Shiftphone, Teracube, and Google Pixel, and they are sold locked by Murena. https://community.e.foundation/t/list-devices-where-bootloader-can-be-relocked/48424
This means a pickpocket or airport security control can't take a copy of your system image via USB and brute force your few-digit passcode in a virtual machine without guess rate limiting. If they crack it, they can start using your user accounts and whatever information is on the phone.
With LineageOS, relocking is not so rosy: https://wiki.lineageos.org/faq#canshould-i-relock-my-bootloader
Few devices allow for it and even less work properly after that. Relocking can result in actual unusable devices, so be warned!
https://forum.fairphone.com/t/relock-fp5-keeping-lineageos/108723
If you plan on installing LOS and want to lock your bootloader you’ll have to build your own images, that’s not supported by default.
https://www.reddit.com/r/LineageOS/comments/n7yo7u/a_discussion_about_bootloader_lockingunlocking/