Suggest you compare what you're seeing with what happens if you create a new user for test purposes.

If the tutorial works in that case, your problem lies with your current user account.

Option 3 perhaps in your case?

Please see this tututorial:
Turn On or Off Require Sign-in on Wakeup in Windows 10 Windows 10 User Accounts Tutorials

Please note I have not checked if this overlaps with what you've tried.
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