That answers my question. If the USB dongle never disconnects from the machine, then I wouldn’t expect anything to show in dmesg, as the ‘sleep mode’ is likely occurring downstream of the USB dongle.

Are there any config utilities that came with it? Failing that, maybe wireshark the dongle and see if there is any sort of sleep/wake signal being passed back through to the host machine?

To clarify, you have a dongle paired with this keyboard permanently attached to the machine?

It can be both. Traditionally is was a ‘war dance’, but depending on the lyrics and context it can be used as welcoming, a farewell, or many such things. You would have to translate it to know.