I had a request to change the setting for requiring a password after sleep or screensaver from the default 5 minutes to immediately. I checked my enrolled MacBook, and that setting was greyed out and I couldn't change it even as an admin. I figured it must've been pushed down by Casper, so I checked in the JSS and that was not one of the settings I'd already defined.
I went ahead and added it to an existing config profile that had already been applied with a few other basic settings. I selected the option to deploy it to all existing computers, and when I check the status, they show that they have completed successfully. However, when I check the computers themselves, the setting is still set to Require password 5 minutes after sleep or screen saver begins. I rebooted the machines after apply the profile, as well.
I saw the thread about config profiles not working on 10.11.4, and one of my test machines was upgraded yesterday. So, I checked a 10.11.3 machine and that one shows the same thing.