Apple Watch iOS 3 control center does not show unlock symbol any longer
Did you get the os version 3.1.1? 

It seems that with 3.1.1 the "problem" is considered a "feature", i.e. was intentionally removed (see http://www.idownloadblog.com/2016/12/14/watchos-3-1-1-disables-lock-feature-in-control-center-here-are-four-workarounds/ )

The article also lists various workarounds, the best seems to be disabling wrist detection (Settings → General → Wrist Detection) 

The others are 


Use Water-Lock instead 
Lock your watch via Workout app