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Shut down, sleep, or hibernate your PC 

If you set the power button to sleep when it's pushed, it will still turn the PC on like normal after a shut down.  I don't know if you have it set this way already.  It's not a bad place to start.

That didn't make any difference.

I've noticed that if I leave the PC long enough after telling it to sleep (like 20 minutes or more), it will eventually do so. I don't think this is the automatic sleep because I've switched that off.

So it seems that it does work eventually, it just sometimes takes a really, really, really long time to enter sleep

A few articles that may help:  https://www.drivereasy.com/knowledge/solved-your-windows-10-pc-wont-sleep/ 

https://www.maketecheasier.com/fix-sleep-mode-not-working-windows/ 

https://www.makeuseof.com/tag/fix-windows-10-sleep-mode/ 

They mention checking for power requests from software and/or drivers.

There's only 2 items I disagree with I noticed in one of the articles:  1. "Turn off fast startup." and 2. "USB Selective Suspend - turn on."  1.Fast startup I wouldn't think has anything to do with it.  2. If my USB Selective Suspend is on, my USB's don't always wake up when they're suppose to.  Can't use keyboard to wake PC from sleep.

However, if changing those settings to what the article(s) recommends works for you, that's fine too.

After living with the PC for a bit, it seems that it always goes to sleep eventually, it just takes longer than what I was used to with my last PC.

All of the settings seem to be correct, and powercfg isn't showing anything preventing it from sleeping.

It's not a huge issue, I guess I'll just have to live with it. Perhaps a future BIOS update will improve things.

I am really sorry for the inconvenience.

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By any chance do you have a Brother printer?  I can't remember the name of the software, but it's a bit power demanding and another user had sleep problems until uninstalling the software and/or drivers, or something like that.