The problem is that a lot of laptop manufacturers, driver authors, UEFI firmware vendors, and you name it, don't exactly have power savings as a first priority. On some select devices, s2idle works great and it's just like sleep but faster. On many other devices, there are bugs and issues that just break shit.
At this point, I have more faith in a brand new Linux install going to sleep successfully than a Windows install staying the fuck off. It's quite annoying, especially since I know every modern CPU has full support for this and the issues just lie in software elsewhere on the board.
If you've got an SSD, the easiest fix is to switch to S4/hibernation/suspend to disk. You can remap the power button/laptop close handler. You may need to enter your drive encryption key again when you resume (which is probably more secure anyway) but your sleep will work reliably and it'll consume no power at all, unlike S3 sleep.