I had that problem about a year ago. It turned out to be the keyboard software for my Microsoft Internet Keyboard. If I closed it, the pc would put the monitor to sleep. But if it was running, no sleep. I contacted MS support and he walked me through a procedure that corrected the problem.
My suggestion is, start shutting down 1 program at a time, starting with the stuff in your system tray, to see if any of them are causing the problem. Close 1 app, then wait. Then try another. To help speed it along, change your monitor sleep time to like 5 minutes instead of 15.