In the past you could enable this behavior under lxde with various combinations of xscreensaver-command -lock and/or xss-lock, but these options apparently no longer work under systemd.
Assuming you are using lightdm (which you should be on Ubuntu), you can use light-locker to re-enable screenlocking on suspend/resume with xscreensaver:
sudo apt-get install light-lockerthen reboot.
Automatic locking on resume will be re-enabled, but you will have two different lock screens.
When waking up, the screen will be locked with the lightdm-greeter screen.
When the xscreensaver starts after a period of inactivity, you will still see the normal xscreensaver unlock screen.
