During my latest installation of UM (20.04), I told it to log in automatically without asking for my password. I decided to change that so that my password is required. However, even though I set it for "Ask for password" in Users and Groups, it still signed me in automatically.
So poked around in /etc/lightdm to see if anything was going on with lightdm.conf. Sure enough, that file consisted of one entry:
[Seat:*]
autologin-user=sgage
autologin-user-timeout=0
which persisted no matter how I ticked the box. I just deleted /etc/lightdm/lightdm.conf, and was asked for my password on my next boot.