Not sure whats going on, I never ran into this issue before. I can normally lock the screen and it asks for a password. Now it just darkens the screen. I haven't touched any other settings.
Here is a short recording of the issue if it helps any. https://drive.google.com/file/d/0B1lg_bJtBoPWTVdTRURRQXRaemc/view?usp=sharing