I upgraded to 10 the first day and Pin unlock worked. However, since Patch Tuesday it doesn't come up on the unlock screen anymore - even with it enabled in settings.
Visit every machine you have registered with Microsoft and login. This should clear up the problem, which is a security sync issue. To see what devices you have, logon to your www.microsoft.com account and choose Devices.
i found the issue. The Win10 install defaulted back to keyboard only. changing to pin in the little menu solved it. I hate that MS didnt think to keep this setting (and many like it) during the upgrade.