Have reviewed power settings but have no clue as to why. Was working perfectly until just now. Fresh install, but I did add wifi and bluetooth dongles recently. Can't think of anything else that might have changed this.

Check to make sure that you actually have sleep options enabled in the advanced power options.

Would you happen to be in an energy savings mode?

Have you read this?

https://www.guidingtech.com/fix-wind...p-hibernating/

I have seen this article and did try some of what it mentions, but I have a desktop and not a laptop.

This is a relatively fresh install of Win 10, and previous to a week ago,
it was behaving perfectly. It would go to sleep, and I could touch a key
on the keyboard, and it would wake up with all my windows just like I left them.

Now it just shuts down, closing all windows and losing unsaved work.

I'm just wondering how adding a wireless dongle could have caused a change,
or adding a bluetooth dongle. It just doesn make sense.

I'm in "balanced" power mode now. I think that other setting power to "never sleep"
I am unable to stop the computer shutting down on me. It's too bad because I
have a big server computer with lots of hard drives that pulls a solid 400 watts!

I've solved it now, but not the way it should be. If I press the "Win" key and then the "power" symbol, and select "Sleep", it behaves properly, as before. So thanks everyone.