While writeing last two posts here I noticed very small bug with "finger" icon.
I set up a analog clock face as a Daydream during charging - when it is removed there is no finger icon for unlocking - instead is a padlock icon or even nothing
I just can't reproduce your issue in the same situation. always the fingerprint icon appears after removing the charger while the analog clock daydream is running.
Are you using the latest (v3.03-20160423) update,