How can I re-enable my keyguard?
This function is also referred to as the "keyguard." Most of the phones that I have had do not allow you to toggle this on and off in the settings.  Clearly something, possibly another app, toggled this off.  I use Tasker to manipulate this setting.  You may need to be rooted to do this but you can enable or disable they keyguard manually or programatically.  There are also third party apps for toggling the keyguard.  They are usually advertised as ways to disable the keyguard but they slice both ways.  Depending on what disabled your keyguard in the first place, you may only need to use this solution once.