Just found: https://bugs.debian.org/cgi-bin/bugrepo ... bug=522041
"cryptsetup which is responsible for it's own hooks and conf/conf.d/cryptroot"
So, definitely my purging/reinstalling of cryptsetup was the reason it didn't ask for the password any more.
From a lot of threads (see for example https://projectgus.com/2013/05/encrypte ... an-wheezy/), it becomes clear that they cannot mount an encrypted filesystem if /conf/conf.d/cryptroot config file is missing. There are discussion how to recreate it, to mount luks encrypted volumes. So, if you just delete it, problem solved.