Kaspersky Mobile: disable lock
I think I got it. This is what I did:


System settings > Security > Device managers
Disable Kaspersky as device manager
System settings > Screen lock: swipe (or what you want)
Enable Kaspersky as device manager


Now I can unlock the phone with one swipe. I use App Protector to lock certain apps plus system settings with a different code. 

NB: the above names (like device manager) may not be 100% accurate as I'm not using an English version of Android...