Add the below snippet to functions.php to add the lost password url back into the login form when using wp_login_form(); Wrap the output text in html, it will be a text node without.

functions.php

// Add lost password link to login form
add_action( 'login_form_middle', 'add_lost_password_link' );
function add_lost_password_link() {
  return '<p class="forgot-password">Forgot Password? <a href="/wp-login.php?action=lostpassword">Click Here</a></p>';
}