Mainly because Microsoft wants to have "connected standby": the CPU is running in a low power mode (not powered off like "old" S3 sleep), can be turned on periodically and can turn on other devices even when the computer is "sleeping".
My Zen2 based Lenovo laptop has 6-7 hours of battery when doing basic tasks in both Windows and Linux, but sleep on Linux lasts a week while on Windows it's empty in 24 hours.