What do you have WL configured to display? If it's showing the Bulletin screen then this display will update every 2.5 secs and so it's maybe not too surprising that the display won't sleep - its input is being updated every few seconds.
What happens if you close all the applets within the main WL screen, ie don't have any of Bulletin, Strip Charts, Plot, Browse, summary etc open which should leave just a flat grey window below the toolbar? WL should still be working away behind the scenes but not actively updating any display. (Not sure whether this will make any difference - depends exactly what the trigger is that's preventing display sleep, but this is a quick and simple fix to try.)