Found out today the the Modal smart case for the iPad Pro sold at Best Biuy is not a smart case. It won't turn on/off the screen.
http://www.bestbuy.com/site/modal-smart-case-for-apple-ipad-pro-black/4553702.p?id=1219770469543&skuId=4553702&productCategoryId=pcmcat242000050002q
You probably know this, but I'll mention it just in case.
Did you make sure to turn on the Lock/Unlock switch iin Settings > General. It only appears after the iPad has sensed a magnetic (smart) cover, and does not turn on by default (if memory serves).
Yes, I had the settings set to on. I checked it and even reset the ipad to make sure it wasn't the tablet itself.
I even called the company and they confirms that in their instructions they don't actually say it turns your screen on/off. The guy was kinda embarrassed and admitted the title was very misleading by calling it a 'smart' cover. I told him to be prepared to receive a lot of angry phone calls.

I'm glad the company made thing right due to the misleading description. Not all companies would go to the effort.I purchased a Moko Ultra Slim case from Amazon for only $7.95 with free shipping (prime). I received it about two weeks before my iPad Pro so I couldn't test it out, but it looked well-made. It said "smart-cover" in the description, but I've been burned by that before. About a week later, I received an email from the company stating that the cover was not equipped with the on/off feature (then why call it a Smart Cover?), but that they were going to be sending me a new cover with the on/off feature free of charge and that I can keep the old one as a back up. They were probably already getting flak for the misleading description. Well, true to their word, I received the new cover and it does have the on/off feature. It is a nice cover and looks identical to the one Best Buy is selling for $49.