Not sure why (perhaps after the MacOS 12.3 -> 12.4 upgrade?) the monitors connected via DisplayLink no longer go to sleep when I am using my Mac in clamshell mode. I upgraded DisplayLink software from 1.6.1 to 1.7.0; unfortunately it did not help...
To clarify - when I had the lid opened, both internal and DisplayLink monitors would go to sleep correctly. When I close the lid, and have the new "Power save all displays and sleep in clamshell" option enabled, monitors go to sleep correctly too. But it I am working in clamshell mode to begin with, then DisplayLink monitors refuse to go to sleep...
(I set up one of the corners as "Put Display to Sleep" hot corner to make it easier to test).