Steam deck's default settings turn the screen off when you press the power button. Are you talking about docked mode? Not sure what monitor you're talking about.
Dimming after an allotted time is also default on desktop mode, so I'm not sure what you're referencing. Gonna need more information.
I think op may want screen off and not sleep mode. Power button turns the screen off because it puts it to sleep and therefore won't download anything.