Do you by any chance have a works e-mail account on it that uses an Exchange Server? If so that will likely be the reason, these types of account can be set to disable the "Never" option for security reasons (the only way around this would be to remove the e-mail account from the device). The only other possibility I can think of is that low power mode is switched on (Settings > Battery > Low Power Mode), if that is on it would also disable the "Never" option.