Since the most recent update (9.24) it's not possible anymore to permanently get out of sleep mode by manually disabling sleep mode during your usual sleep mode times.
The watch will disable it for a couple of minutes, but within 10 minutes it will be in sleep mode again until the end of the official set sleep time. I hope this isn't an intentional change.
I'm used to having my watch be in sleep mode at the exact same times during the whole week. I will, however, be up far more early during the week than in the weekend and make use of the manual disable.
IMO sleep mode should only automatically change at the beginning and ending of your set times for it. Anything being done manually should last until one of these time points passes.
I haven't yet tested if this works the other way as well, with enabling sleep mode during "awake" time.