Some people in the internet have experienced the same thing. And I have solved it. One of you WILL DEFINITELY encounter this, because we lick the same Lollipop.
Wat up? So if the guest mode is turned on, the main user lock screen cannot be disabled. The minimum security is Swipe. You cannot have no lockscreen at all when there is a guest user activated.
So you have to go to the guest account, then delete that account from its own setting. And voila.... The NONE Screen Lock is available again for the main host!
Case closed.