Why does my MacBook Air (almost) always lock when I shut the lid? In system preferences, under Security and Privacy, the "Require Password" box is not checked. Interestingly, even when I have entered my password and the lock icon is open, I cannot check this box - I click on it, and the checkmark briefly appears and then goes away. 

Despite the box not being checked, my computer almost always makes me type in a password when I open it or after it goes into the screen saver.

Occasionally, it does unlock automatically, but when it does so, I cannot click or interact with any windows, and I have to shut and open my screen again and type the password in order to actually use my computer.

I am using a MacBook Air running macOS High Sierra.
If you close your laptop then immediately reopen it does it lock itself? also in the settings it specifies that it will not lock after "sleep or screen saver begins." Which means what may be happening is that your MacBook is passed a sleep state and has entered standby mode and locked itself. 

Side Note: Why would you want your mac not to lock itself. Closing the lid does not protect against potential attackers if you have this setting disabled. It also makes it harder to lock you computer when you want to.