Silenced When iPhone is Locked?

In "settings" under "do not disturb" in the "silence" area it now seems (after recent update) that I MUST choose between my phone being silent "always" or silent "while iPhone is locked". I don't want either of those options to be selected. I lock my phone all the time to prevent misdials, facetime calls, etc...What do I do? How can I get back to my phone notifying me about incoming messages while locked?