By using the command powercfg /SLEEPSTUDY from the help of @harrymc and @Ramhound, I figured out the device entered Hibernate STATE with the cause System Idle from the report at C:\Users\<user>\sleepstudy-report.html.
By reading this article, it shows how to set the Hibernate after value in Control Panel.
Thus the problem happened because Windows 11 Settings App does NOT provide a way to turn off Hibernate after timeout value. Setting Settings > System > Power > sleep: never and Power mode: Best Performance will NOT change the true Power Plan and will not disable Hibernation.
To turn off the hibernation completely, it has to be done in Control Panel.
Go to Control Panel > System and Security > Power Options.
To turn off the hibernation,
either change the Plan to High performance from additional plans,
or Modify the Hibernate after value from Change plan settings for the current plan > Change advanced power settings > Sleep > Hibernate after
Note that if you change the plan to High performance successfully in Control Panel, The Settings App > System > Power will show a warning message "Power mode can't be set while the high performance plan is used."
