Venue 8 Pro - Power Button does not turn off screen

I just got a Venue 8 Pro (32g).  The user manual says I should be able to press the power button and turn off the screen.  However, when I tap the power button, nothing happens.  I can hold it down for 4 seconds and the PC will ask to shut down, but pressing that button does not seem to put the tablet to sleep or turn off the screen at all.  I have to go to Settings->Power->Sleep just to turn the screen off.

Yes, I did check the Power Button setting under control panel, and it is set to "Sleep" for all cases, battery and plugged in.

Is there another setting somewhere to enable the power button to turn off the screen?