Using Cyanogenmod 10.2 on a Samsung Galaxy S3, and noticed that the lock screen won’t activate, after trying all kinds of settings. Eventually found the solution at forum.xda-developers.com::
There’s a lock screen activation button on the quick settings (tiles that come down swiping down on the right side of the screen). It needs to be activated for lock screen to be active.
And, if you’re using the Tasker app, the message forum thread there also talks about another setting in Tasker than might suppress the ability to lock your screen.