That's not the setting you change. It's an independent setting hidden from the control panel.
This is for Windows 8, but I would assume it'll work with 10.
http://www.eightforums.com/tutorials/8268-lock-screen-timeout-period-change-windows-8-a.html
Did you read the article? It requires you to make a registry change for the option to appear.I don't have that option.
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