Here is what you can do to resolve the issue:

1. Check your power settings from the Control Panel to see if ‘Sleep/Hibernate’ is enabled for your device.
2. Close any applications that may be prevent the device from entering Sleep Mode.
3. If enabled, try disabling Fast Startup under Settings in the Control Panel.
4. Check if there are any new Hardware or BIOS updates available for your device.
5. Reset the SMC (System Management Controller) for Mac systems.
6. Check your anti-virus and firewall software, as it may be preventing the device from entering Sleep Mode.