I'm not sure if this is an issue. But my TV doesn't turn off when the firestick 4k is in sleep mode or when its idle for a long time. It just leaves the tv turned on with a black screen for hours.
HDMI CEC works fine with both my panasonic tv and firestick. I can turn off the tv and control the volume using the firestick remote. I can even say "turn off the tv" and it will turn it off the TV. Not really sure why the firestick can't turn off the display while being idle or sleep.