Computer does not "sleep" -- instead does full shut down and reboot upon "wake up"

[tmw4h5]

Just got this desktop a few months ago. Since day 1, I've had an issue where the computer will not sleep. When you put the computer to sleep and it wakes up, it's actually a fresh boot every time. All my apps close, etc. 
Had this same issue months ago with an Omen laptop. I don't recall how I fixed it.

I've been scouring the HP community topics and Microsoft community topics to find a solution. I've tried seemingly everything and still cannot resolve this issue.

[itsmyname]

1. Click the Windows "start" button.
2. Click on the "Settings" (wheel with cogs) icon.
3. Into the "search" window, type "power".
4. Within those "Power" settings, you can choose the "timings":  how long it "sleeps" before it does a "power-off".

[tmw4h5]

Still having the same issue.