It appears that this issue is not isolated, as many other users followed the original poster's main message and confirmed having the same issue. On reboot, however, all the previous settings are lost. The only way to actually shut down the computer would be by turning it off completely.
He explains that, when he tried to close the laptop or put it manually into sleep mode, the screen would just turn off and the power button would remain on. On the HP forums, user Hemilios first noted an issue where HP Pavilion 15 laptops wouldn't go into sleep mode. Among issues related to crashes and bad updates implementation, now problems with machines not waking up from sleep appear. It seems that the Hewlett-Packard Pavilion 15 laptop is one of the devices affected by the Microsoft's OS update.