Not all security options available in screen lock choice
All security options are not available in screen lock choice. None, Swipe and Knock code are not available to choose.
None, Swipe and Knock code options are grayed out in the following cases:
1) When signing into your particular Exchange Active Sync (EAS) account
2) When setting up a VPN on your device
3) Your phone or SD card encrypted
4) Particular credentials stored on your phone
It is normal scenario to disable some of options (None, Swipe and Knock code) in screen lock setting. Security levels of those options are not enough to use EAS account, VPN or encrypted device. For this reason, screen lock has to be set to Pattern or more secure options (i.e. Pattern, PIN or Password).
If you want to enable all lock screen options to be available in screen lock choice,
1. From the Home screen, tap Apps > Settings > General tab > Security
2. Scroll down and tap Certificate management
3. Tap Clear credentials (Notice! Clear credentials will erase all credentials on the device.)