Windows 11 does not allow the "device sleep" option to be less than the "screen sleep" option in the System > Power settings menu. Unfortunately, this also covers "Never" in the menu option. So setting the top option to "Never" but then choosing any timeframe in the second option will remove "Never" from the first option and set it to whatever the second option is. This means that the monitor cannot ever be set to "Never" sleep if you want the device itself to sleep. This worked fine in Windows 10.
The use case for this is certain monitors have issues waking up from deep sleep mode and therefore should not enter sleep unless the device itself is in sleep, in which case they can wake just fine. With the current behaviour, if both are set to the same time-frame, in theory it is possible for the device to fail to sleep due to program or other activity, but the screen will still go to sleep therefore resulting in a failure to wake.