It’s possible, but it’s not enabled per default. To enable it, execute the following two commands:
dconf write /org/gnome/login-screen/disable-user-list false
gsettings set org.gnome.desktop.screensaver user-switch-enabled true
gsettings set org.gnome.desktop.lockdown disable-user-switching false
Reboot. Then, the user switcher appears when the screen gets locked: