Thanks @all for your input. To illustrate what I mean, I made this short very unprofessional video. It shows what behaviour I'm used to on my Envy X2. When I press the power button, it comes back on again instantly. https://www.youtube.com/watch?v=ISzzFyolXTs&feature=youtu.be
adsant, thanks a lot, you brought me straight to the root of my question. In the power button settings on my Surface Pro 3 I have two choices: sleep and shutdown. There's a third option on my envy called "energy saving" (I'm translating from German to English here, the exact English name might be different). This option makes the Envy behave like it does. It's not available on the Surface Pro 3. So I guess my question is: Why? Is it only available on Atom-devices like the Envy?
Ok I the power button in the start screen, do you see an option to Sleep?
If yes, check this:
Also, if you installed Visual Studio you should know this.
Could you run this command:
powercfg /a
And post the screenshot of the results here?