Had the same problem today, and now I don't- Here's How:
App Store -> Search for "wakelock" first thing that came up for me was Wakelock Detector (free app by UZUMAPPS ~100,000 downloads). Ran it, and found out the Sixaxis Compatibility Checker was running for around 8 hours despite Advanced Task Killer reporting that it was terminated. Needless to say as soon as I did that my settings kicked in and powered off/locked the screen after 15 seconds.
Make sure before doing this that your settings under "Lock Screen-> Secured Lock Time" and "Display-> Screen Timeout" are set appropriately.
Hope it works for you, that wakelock suggestion worked wonders for me!