Hi Patrick,
Thank you for posting your query in Microsoft Community.
What is the make and model of your computer?
I suggest you to follow the below steps and check if it helps:
1. Press Windows Key and type CMD.
2. Right click on the CMD and run as administrator.
3. Type this command: powercfg -requests
What this will do is tell you any programs or devices that are currently preventing the system from entering sleep mode. In my case, it reported that my audio device was causing the issue. The message was "An audio stream is currently in use."
This could be caused by something as simple as a web browse that has some Flash content in it. See screenshot below:

So now that you know what is preventing Sleep mode, you need to tell the power management system to ignore that device and go ahead and enter Sleep mode anyway. In my case, it was my audio card called "High Definition Audio Device". Yours will vary - it
might mention Creative Labs, SoundMax, RealTek, etc. Or it might be a totally different device all together (network card, mouse, keyboard, etc.). You'll need to specify that exact same name in the following command: