I have a brand new XPS 15 9570. I have loaded very little additional software, apart from uninstalling McAfee and replacing it with Nod32, plus some backup software.
I have checked the power options 6 ways to Sunday and it will not go into sleep via the power button in Windows 10. I have updated the chipset and drivers, I have updated the BIOS to 1.3.1. I have been through the BIOS options and nothing relevant seems to be available. (I believe Dell removed some allegedly "redundant" options.)
If I remove the mouse's receiver from USB port, and select Sleep via power button using touch pad, it appears to go into a "light sleep" - screen goes out, keyboard backlight turns off after a bit. But it can be woken by any key etc. This is Modem Standby, I guess. Clearly lots of other people are having the same issue. I am just logging it here in the hope that Dell will take some notice. Maybe someone can even actually help me - I would really appreciate that.