In Magento 2 when you create configurable product, you can put one of the following price settings for it: 'apply single price for all SKUs' and 'apply unique prices by attribute to each SKU'. So make sure that you have second setting set, otherwise the price will not change. Here is step-by-step instruction on configurable products creation in Magento 2 I used to confirgure my products.
One more hint - do not forget to clear cache and run reindex (via command or setup cron job).
