I can't remember if the Nexus 7 does this in Marshmallow, but on the 6P, there's an option to require the user to enter the screen unlock PIN/password/pattern at the beginning of the boot process in order to start Android. If you enter the screen unlock there, then you won't have to after the boot process is finished. Could that be what happened? Or was it still not requiring a screen unlock after the device went back to sleep?