Re: I do not have double tap in settings/extras/touch on my new Lumia 950 build 10586.29
Double tap to wake up is NOT yet available on the 950 / 950 XL as the function has been disabled in the firmware by Microsoft. The function is meant to be coming in a future firmware update.
I agree with tanders04... looks like the 950 just doesn't have this feature (yet???). I upgraded my 640 to Win10 and I do have the feature. Major oversight not having this great feature on the new phone.