Users who are enrolled to a Policy that did not include the option to create "Local Self Recovery Questions", will not receive a prompt when the policy is changed and updated.

No errors are involved, policy will update and confirm that it has been completed successfully.

The cause of this issue is currently under review.

There is a current workaround available. You will need to re-enroll your clients. 

The following article explains how to re-enroll your clients:
http://www.symantec.com/docs/HOWTO42029

Symantec Corporation is committed to product quality and satisfied customers. This issue is currently being considered by Symantec Corporation to be addressed in a forthcoming version or Maintenance Pack of the product.  Please be sure to refer back to this document periodically as any changes to the status of the issue will be reflected here.