I'm having similar (same?) issue. Monitor does not go to sleep. Mac does. Other monitor, connected through display port does. Suggestions?
Updated: Same issue as in this link?
http://www.displaylink.org/forum/showthread.php?t=1246
Updated: turned monitor off. than on. now its powering off together with laptop. strange indeed.
Updated: its random. most of the time it does not work. so not a real workaround.