I'm having the same issue in 2.1.1. URL Rewrites still work fine for old products I imported but now they are not showing up for a lot of my new products. All the settings are enabled for URL Rewrites.
I think it may have something to do with existing URL names being in the database too.
For awhile when importing if you had the same name in the url_key column in an import file of an existing product Magento would not accept the import. After the last couple releases Magento now accepts the import anyway but I wonder if this causes conflict.
If I have a product with URL Rewrite named "Blue Lamp Shade" and I import a product with url_key "Blue Lamp Shade" Magento should automatically append a -1 to the second one imported so its "Blue Lamp Shade-1" or something.
This should have been done by default in the beginning. I don't know what Magento 2 does when importing products with same url keys.