Quando você coloca um computador para dormir, ele entra em um estado "não faz nada". Não invoca o protetor de tela. Explicação por Microsoft abaixo ...
Sleep is a power-saving state that allows a computer to quickly resume full-power operation (typically within several seconds) when you want to start working again. Putting your computer into the sleep state is like pausing a DVD player—the computer immediately stops what it’s doing and is ready to start again when you want to resume working.