Heh, funny, I had the opposite experience. I was never able to get sleep mode to work correctly with my Windows 10 machine. I tried for a long time, but eventually gave up on it. I would be able to get it to go to sleep, but every time I got back to the computer, somehow it had awoken on its own.

Last month I completely reformatted my system and re-installed it. Now the sleep feature works no problem and I didn't even have to set it. Go figure.