I had this problem last week. I was using an external hard drive attached via an external serial ATA, so I had to turn on the disk before booting Windows 10. I solved the problem by moving the disk to a USB connection, and turning it on after Windows fully boots. The auto-unlock option then appears normally and I turned it on. The disk is now back on the ATA connection, and it still auto-unlocks correctly.
(You might have this problem if you turn on a USB connected disk before booting. I haven't tried that.)