Dell 7548 USB Ejected when Close Lid

When lid is close, the laptop goes into sleep mode. However, the external USB drive get totally shut down instead of going to sleep mode. This problem only happen for lid sleep. If I click sleep button and not close lid, there is no USB ejection problem.

I am pretty sure the problem is BIOS related. If I disable "USB Wake Support" under BIOS, the problem happen both normal sleep and lid sleep. By enabling "USB Wake Support", only normal sleep works fine with USB. But I want "USB Wake" enabled for Lid closed case, too!