Hi. I am also experiencing this issue. This morning I called Amazon technical support and they're completely unaware number one, that you could do that LOL. Number two that after checking they found out they could do that and they said there was no issue with it not working.
So, it appears us users know more about our devices than they do LOL. I guess we'll have to wait to see once they are aware if they fix the the problem.
I found it funny that they were unaware of such a popular, and crucial feature.
After discussing at length about the issue I asked what I might try they suggested a full factory reset of the device even though I had just updated the firmware to the latest one.
My Echo Show quit working with this screen off feature yesterday, and so I just thought it was the firmware update so I did the firmware update, thinking that it would fix this feature, and it did not.
I hope this information in this chat here helps other people find out that there's really nothing wrong with their devices, but the Amazon has introduced a glitch.