Dell U3419W connected via USB C keeps scanning for signal when MacBook is sleeping

I use a Dell U3419W with my 2016 MacBook Pro, connected via USB C. When my Mac is closed and sleeping, the monitor keeps looking for a signal. The screen comes on quickly and I hear the sound you hear when you connect your Mac to power.

I found a post in the Dell support forum describing this issue, but Dell doesn't seem to feel any responsibility for their Mac users and sends us to Apple instead. Anyone here has any suggestions?

https://www.dell.com/community/Monitors/U3419W-scanning-for-signal-when-Apple-is-asleep/td-p/7254570

Also, I noticed I can't control the monitor's speaker volume using the volume keys on my Magic Keyboard. Again Dell points at Apple.

https://www.dell.com/community/Monitors/U3419W-MacBook-no-volume-control-with-keyboard/td-p/7316633