Should Macbook Pro sleep with lid open?

Mine new 15" won't. My wife's 6 mo. old 13" unibody won't either and I've noticed there are quite a few people on these boards who's machines won't sleep with the display open as well. We can get them to sleep no problem by closing the lid but otherwise only the screen sleeps with the display open. Resetting SMC and/or PRAM are often suggested (along with a few other things) but they haven't worked for anybody from what I've read here.

I'm pretty sure this is not right and was hoping someone with more expertise than I could inform me if this is an issue and, if so, is there a way to fix it. Thanks in advance.