that should be everything, are you sure it isnt just a fault with your skin? It appeared automatically on mine on 3.6.0 with doing exactly the same steps that you have mentioned. Also, if you only closed them recently, try running some of the scheduled tasks to see if that updates it. All basic advice, i know, but its always that stupid shit that i overlook.
just remembered there's an option in forum listings display options to show the lock icon.
admincp>vboptions>forum listings display options> show lock icon to users
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