What makes you think the USB drives are supposed to go into deep sleep mode?? Have you seen in your operating system’s settings somewhere that that is what it is set to yet not behaving that way?
There’s so little details about your machine, OS, etc. here that I cannot tell what made you conclude that you expected the USB drive to go into deep sleep. I am posting a pic of my Windows 7 laptop (you may be running a different Windows version or a different OS altogether so this may or may not apply to your case). In the Advanced Power saving options of Windows 7, there are two distinct settings - one for internal hard drives and another for USB devices including USB drives. For your drive it’s the 2nd circled setting in the pic that matters, not the first circled setting.