"Turn display off after" setting is not saved
I would start with resetting the SMC and NVRAM on your system -- If I recall a lot of the sleep settings are in one of the two -- likely SMC.

To reset SMC: https://support.apple.com/en-us/HT201295

To reset NVRAM: Shut down computer. Hold Apple, Option, P, R on keyboard as you power on -- keep holding until you hear the startup chime a second time and let go.
Typically I use my left hand to get Apple, Option, P. Then right hand to press power and quickly get the R held down.