I have a Samsung Galaxy Grand Prime and when I set a pin code it would show up, but it would switch back to swipe to unlock even though I have it secured as PIN. It just occasionally switches my screen lock to swipe and to PIN and I can't figure out how to make it stay as PIN.
Did you consider trying other screen lock screen apps from playstore?(If not please do!)
If this doesn't work then a factory reset might do the job.
Go to apps in settings then list of apps all check your permission on each app one of them has,ability to change lock security's then disable that permission hope it helps