Gnome still does not have option to set lid close action with GUI. To do this, we still need to use terminal and changing configuration file which is very uncomfortable (especially for new comers that don’t know how to do this and can be frustrated because of not being able to do this in GUI Settings).
Please add that option for laptops to Settings in Power Saving section, probably the best way will be to add select menu with all available options (lock screen, sleep, shutdown etc.)