To answer my own question:
While Bullguard lets you specify a scheduled antivirus scan task, that task is associated with your active Windows user profile. If you are not logged on as that user when the task is scheduled to execute, then that task will not execute.
So if you want your Bullguard AV scan tasks to run according to schedule regardless of which user is logged on,
then you have 2 options:
a) Log on to each user Windows account, and from within each account run Bullguard and define the same AV scan task.
b) Use Windows Task Scheduler (in Administrator Mode) to create a scheduled task that calls Bullguard's on-demand scanner (BgScan.exe)
If you are interested in knowing what BgScan parameters I used for the scan task defined in option (b), let me know and I can post what I specified.