this isn’t specific to Cubase, disable sleep mode is a recommendation many audio developers have in common (https://help.ableton.com/hc/en-us/articles/209071469-Optimizing-Windows-for-Audio http://avid.force.com/pkb/articles/troubleshooting/Windows-10-Guide or https://support.presonus.com/hc/en-us/articles/360025279231-Optimizing-Your-Computer-for-Audio-Windows-10 for example)
It is mostly retrieving drivers after sleep mode that can crash the application, but plugins memory management can do it too. Do you have the crash dumps generated when Cubase shuts?
That would help seeing what actually crashed, it could be anything inside the application… even outside actually.
We are routinely checking this area to make things less intrusive as possible to users. For the time being, you might want to consider disabling power saving only when running Cubase (you can just create a power plan and switch between the DAW plan or high performance plan and the Recommended one) and/or close Cubase before allowing the computer to sleep.
But if you can provide the dumps, I should at least be able to tell you the area of interest.