On my Note 4, even when I set the lock screen to fingerprint, if I turn it off and then on, I can unlock it by swiping. Please advise I set the unlocking to fingerprint. I set 3 fingerprints. I activate them. Then I can unlock my phone by swiping. What is the use?
Often there is a settings which sets a Timout for a locked phone. By default I think it is set to 5 seconds. That means, that when you turn your screen off your phone waits 5 seconds before activating the lockscreen security. Try searching the settings for this timeout setting.