I have the latest stock firmware (ALE-L21C432B584).
My mistake: I forgot that, for some reason, Android works differently when the phone is plugged into a USB port or not.
After uplugging the USB cable, I have this menu:
- Reboot system now
- Wipe data/factory reset
- Wipe cache partition.
After choosing the last option and rebooting, I went back to Settings > Screen lock and passwords > General > Password… and "None" is still disabled.
Next, I went into Settings > Advanced settings > Security, and hit "Clear credentials", before going back to the Screen lock and passwords section: "None" is still disabled.