Well, the reply is not entirely wrong but is so full of imprecise info that it becomes wrong.
So... yeah, it's wrong.
Let's see, it's almost there but it should be done like this:
- Open "Local Group Policy Editor".
- Go to > Computer Configuration > Administrative Templates > Windows Components > File Explorer
- On the screen to the right double click on "Show sleep in the power options menu".
- Select "Disabled".
- Apply.
- OK.
"Sleep" is gone from the Shut Down Menu (Alt+F4) and no need to restart computer.
These instructions work with Windows 11 25H2.