Duplicate thread here: http://forums.androidcentral.com/samsung-galaxy-s6/662757-double-lock-screen-after-marshmallow-update.html
Yes, it is very annoying.
Also having this issue with pattern unlock, no solution I can find.
Why would they change something so fundamental like this, making it clearly worse? Who the hell wants to swipe twice to unlock their phone? I'm very upset with Samsung right now.