Display doesn't turn off when locked

When I lock my desktop (Ctrl+Alt+L) the lock screen is activated and the screen is blanked, but the display isn't turned off and it just stays on displaying nothing but a black screen. Is this the expected behavior? How can I make it turn off the display too?

Thanks.

See Power Management Preferences ... Put display to sleep when inactive for 10 minutes.

Okay, that works, but then the display will still stay on displaying nothing but a black screen for 10 minutes, and if I set that to something like 1 minute then my display would turn off too quick when I'm actually working on my desktop. I guess I'm used to the behavior of GNOME and KDE lockers that also turn off the display after they blank the screen. Is this something that can be achieved? Or perhaps set a different delay for when the display should turn off when on the desktop and when on the lock screen?