If you are seeing the Theft Protection section state "Turn on" it may mean the Scream feature isn't enabled or Lookout needs Device Administrator rights.
Check if Scream is properly enabled
The newest version of Android requires granting Lookout an exception to the Do not disturb feature of Android.
- Please open the Lookout app and tap Theft Protection.
- Tap Scream at the bottom of the page.
- Tap the green, "Enable Scream" option.
- Check if Theft Protection displays "On"
Check if Device Administrator rights are enabled for Lookout
Some Theft Alerts require Lookout to be a Device Administrator so we can properly monitor for signs of potential theft.
- Open the Lookout app and tap the menu button
- Tap Settings
- Find Device Admin and make sure the box is checked
- Check if Theft Protection displays "On"