I found on my desktop that the scroll lock key doesn’t work. I’m using Ubuntu 17.04 (recently upgraded from 16.10, on which the problem also existed) with the i3 window manager and using a Logitech K120 keyboard (which seems to have this problem somewhat commonly).
All of the event signals were there, as tested by xev and other tools, but it wouldn’t actually turn on the scroll lock functionality or change the keyboard LED state.
The problem was that the key was not actually bound to that function, which is fixed by this command:
xmodmap -e 'add mod3 = Scroll_Lock'
This can be run in any number of places, including in a regular terminal for testing or temporary use. I put it in my i3 config file to run at startup each time and it works beautifully.