There seem to be a number of causes suggested for this issue.
I have had my Lumia 930 for about 5 months and it has just started doing 2 things both of which are related and both appear to be related to the proximity sensor.
1 - Screen going black when making a call. This is very annoying as if you need to use the keys or switch to the speaker phone during a call. Even ending a call is not possible unless you bring the screen back up using the power button. Hardly convenient.
2 - Double tap to wake not working. Presumably the proximity sensor is telling the phone it's in your pocket due to the ambient light therefore 'double tap to wake' is disabled.
I have been over my phone with a fine tooth comb and cannot detect any physical imperfections. The proximity sensor was clean, there is no sign of anything being wrong with the screen fixing, no movement and no misalignment. Pressing on the area around the
proximity sensor made no difference what so ever. I removed the third party screen protector and the third party case neither of which made any difference. I tried a soft reset which made no difference but before I tired full factory reset I thought I would
try one of the suggestions made earlier in this thread.
I switched off 'Double tap to wake' in Settings>system>touch.
Returned to start screen and did a 'soft re set' by pressing AND holding the power button for around 10 seconds until the phone vibrated and the Nokia log re-appeared.
When the phone starts 'Double tap to wake' is on by default and I found it works perfectly and the screen does not go blank during a call any longer unless the phone is lifted to your ear which of course is how it is supposed to work. If 'double tap to wake' is
not on by default try switching it to on.
The above would suggest to me that on my phone at least and possibly some others this is a firmware issue rather than hardware related. Perhaps certain apps. are causing some sort of issue or conflict which is causing the problem but the above seems to work.
Hopefully the update to Win 10 may solve it all together.
I would suggest that if this is the cause then sending the phone away for a hardware repair is unlikely to fix it permanently either so this may be the preferred option for some and hopefully this will help somebody out there.