Keepass2 has an option 'enter master key on secure desktop' under the
'security' tab in the options window. This option however appears to
have no affect.

I understand that the option may be primarily aimed at recent versions
of Windows, however I have seen password prompts in a gnome environment
which at least look similar to those in Windows.

Please assess whether it is possible to display the keepass password
prompt via this mechanism, and whether there would be any security
benefit at all in doing so in Linux. If not, please consider removing
the option.