If you turned off Live Photos by default, perhaps to save space on your iPhone, you’ll want to check that setting once you install iOS 9.2.
I just did my iOS 9.2 update and Live Photos was turned back on, though I had explicitly turned it off. I found this out when I took a picture and went to edit the picture in the Photos app. I got a message telling me that Live Photos would be turned off for that photo and the edits would only be applied to the still photo.
I am not a fan of an update resetting my device settings. Presumably, this is just an anomaly. But if you prefer your Live Photos off, you might want to check this once you install the iOS 9.2 update.
To turn Live Photos on/off, launch the Cameras app, then tap the icon at the center of the row of icons at the top of the screen. When off, the Live Photos icon is white. When on, the Live Photos icon is a golden yellow.