I know, sorry, maybe I didn't explain it very well. Since my device is able to wake from sleep quickly via a wired Magic Trackpad, wouldn't this mean the problem may be regulated to just the power button? I wouldn't think monitor connection would matter at this point. Please note, the trackpad is connected to the thunderbolt 3 ports, presumably running as USB3.0 though.
I, also, noticed this behavior when I remove the keyboard dock. My device wakes from sleep within 2 seconds.
Still, it takes closer to 10 seconds to wake from power button still. What I'm wondering is if the issue is regulated to the power button more specifically than display via Thunderbolt 3.