This is probably because the SSL link is being severed by a BASE command in the <head> section of the page. For example, view the HTML and, if there is something like the below in the <head> section at the top of the page.
<BASE href="http://www.domain.com ">
This is forcing all relative links to revert to http rather than stay on https. As such the SSL session cannot be set up and the padlock cannot appear. You will need to remove the <BASE href="http://www.domain.com "> code from the page and make sure that there are no further file references using http:// on the page.
