I've been dealing with my system not going into sleep mode either after Windows 1909 or BIOS update (can't remember exactly) for a long time (I would just manually put it to sleep) but Windows 10 20H2 update seemed to resolve it until I installed the latest Adrenalin in November 2020 and it stopped working again - even after rolling back to previous driver. Previously, screens would attempt to power off but immediately turn back on - now there is no response and system will stay on as if sleep mode is set to "Never". I previously reached out to MSI but all they gave me was a Beta BIOS and it didn't help.
MB: MSI TOMAHAWK B350
BIOS: 7A34v1OS
CPU: AMD RYZEN 1700X
GPU: MSI - AMD RADEON RX480
OS: WINDOWS 10 20H2