Hi!
"finally" someone with this issue, i was feeling alone 
i'm on B350 platform (asrock AB350 Pro4), about sleep mode, i never make use of it.
I've already report it to Gigabyte too, I don't get if it's and AMD isssue or a motherboard issue but none of both supports helped me out.
I do have issues with set my display to standby when Windows goes idle and turns off image signal, motherboard/iGPU still sends signal to my display.
I've built a Desktop with Gigabyte B450M-DS3H with Athlon 200GE, working as APU (integrated GPU).
It is connected to my display (BenQ GW2470H) via HDMI.
I've set the turn off screen to 1 minute to test it out:
Windows does turn off the image after 1 minute, but then the display shows the message as computer would still sending image but only shows a blank screen (black screen with backlit on) only.
The display should go to standby right away this happens. But no... It stays like this until 15 minutes pass through and then goes to sleep, only when this happens is when display goes to standby, turning off image completely.
If I move the mouse or tap on keyboard, it wakes up again as it should.
My monitor used to behave as it should when I have my laptop connected via HDMI. But now when I started use this new desktop configuration and it started to misbehave.
glad to hear it works for you! it makes me positive about future driver releases... the day will come when my monitor will go to sleep.... i believe in it... 
