iPhone lacks locking

The Always On is on by default. When I got my iPhone 14 Pro, I tapped on the side power button to lock the phone and nothing happened, except the face the screen seemed to dim. After resetting the iPhone, checking everything else, I was lost. I was at the Apple Store finishing connection for my iCloud backup to restore, and someone else said something to the tech there about the screen not turning off, and the tech said, "Oh, that is the Always On." I checked setting, turned that off and everything was back to normal. I don't need to keep the iPhone screen on since I have an Apple Watch that has always on so I can see the time. That is all I would use it for.

If you go to Settings>Display & Brightness>Auto-Lock. What is the setting? What model of iPhone do you have? Is there a setting there name Always On?