Did you ever figure this out?

I'm wanting to Enable Activation Lock for shared iPads too, but also get the same issue (when I click Save it always ends up clearing that Activation Lock option).

I had the same issue and reached out to JAMF support, this is a known issue documented here: https://account.jamf.com/products/jamf-pro/known-issues 

PI101511 - PI-007273 Activation Lock cannot be enabled or disabled on Shared iPads.

Unfortunately, there is no current workaround for this issue. However, it is still possible to enable Device-Based Activation lock, but it can't be done in PreStage- due to the product issue in Jamf Pro. We will instead have to enable Activation Lock with a Mass Action or individual MDM command to a device after enrollment.

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Hope they fix it soon

Correction from JAMF support. The product issue is actually PI110927 not PI101511:

PI110927:
- Unable to select the option for device-based Activation Lock within a PreStage for Shared iPad.
- The checkbox for "Enable Activation Lock on the device" will revert to "unchecked" state upon save of the PreStage, and device-based Activation Lock is not enabled upon enrollment.

Workaround:
- Enable device-based activation lock manually, after enrollment, in a mass action command.