how to stop my iPhone "always on" setting

If by Always On you mean the Always On function, which so far is only available on the iPhone 14 Pro and Pro Max, then you can deactivate it here: Settings → Display & Brightness → disable Always On

If you find that your iPhone does not lock itself, it may be because Auto Lock is set to Never.

This can be done on all iPhone models. You can set your iPhone to lock automatically after between 30 seconds - 5 minutes. You can do this here: Settings → Display & Brightness → Auto-Lock → Choose the time you want before your iPhone locks automatically.