I don't know if it's more secure. Just only pressing Ctrl + Alt
+ Del and type in username and password to login. If somebody
steals your username and password, no matter how secure, it's
gone.
But if you are talking about the inner workings of a domain system,
yes, it's more secured than a workgroup.
A lot of things can be controlled, if you know how. It is usually
used by corporations, normal users don't use a domain system unless
necessary.