XPS 15 9570

Windows 10 Home. 

I'm trying to set my power button to turn off the display, but under advanced options "choose what the power button does" it can: do nothing, sleep, and turn off. My other machines have an option to turn off display but this one doesn't list it as an option. 

It is not present in on battery / plugged in, and in Dell, or the other pre-installed "Balanced" power plan.

I do not want to install any 3rd party apps, and since this function was available on my m3800 running Windows 10 Pro, I don't see why my upgrade should be any less functional?