Again this is an implementation issue, not a design issue - there's no code to make it sleep.
Does any need to be written? Rockbox's power draw when idle on many targets appears to be astoundingly low - comparable to a sleep mode.
If one stops playback, returns to the main menu, and engages the hold switch (with the setting to turn off the backlight on Hold enabled), one has almost done exactly the same thing as putting the DAP into a Sleep mode.
The exceptions are targets for which power management needs a fair bit of work. The iPods come to mind, as their screens do not turn off when the backlight does, among other nits.