Automatic suspend asks for authentcation

[Moltke]

What I actually mean is that I want the system to be locked when it is woken up, which I thought is the point of that parameter

Does that message appears right before "sleep" or when waking the system up?  Maybe you're setting up power management wrongly?

While googling around I found this: https://bugs.launchpad.net/ubuntu/+sourc...ug/1605189 which seems to be quite your issue.