It happened to my 10130 Win 10 updated some long time ago but it happens now as well – once I updated my OS, my PIN confirmation disappears. I happen to work on a laptop that needs to be protected. How do I get this back?
Go to Sign in Option in the Settings and you can set it up your PIN protection.
As @Aravinth said you can set up new PIN from settings
Maybe you have a bug/virus
Check this link
It might help