The reason why is because in the bios of your motherboard you have not enabled the power saving options.
And you have also not set what we call the S state mode in the bios.
Enable any power options in the motherboards bios first of all.
You should also see a range of numbers S0 to S4 or S3/S4.
Set a S mode S3 for example.
Making sure any option to enable ACPI is set to enabled.
Save the settings in your bios before you exit it.
Let windows load up.
And then test to see if your sleep or suspend option of windows works. Or if briefly pressing the main power button on the tower or device sends it into sleep, suspend, or hibernation mode.
For a quick resume of your system S state modes are used for signaling from the os to the motherboard and it`s bios.
In the bios you will also find the option of what you can select to wake your system up.
It can be a keyboard key pressed, a mouse button, or the main power switch on your system case.
Or a designated key by choice set in your bios.
You can read what each S state mode does when ACPI mode is set in your bios for a better understanding of what each mode does, click on the link bellow.
http://arstechnica.com/civis/viewtopic.php?f=8&t=354552