There is an Auto Power Off feature that you can configure via [UTILITY] -> Settings -> System. Try changing it to Off if you haven't changed it to that yet.

If you don't want to turn off auto-sleep, but still don't want it to go to sleep, after you've saved your performance, wiggle any knob that changes any part of the performance.

This means the performance is in an "unsaved" state and prevents it from going to sleep.

This is one of the few concessions to human usage in the Montage/MODX.

How they turn back on, forgetting where you were, is obnoxious un-design.

Hi Clarence,
Welcome to YamahaSynth!

Here is what is going on...
When you purchase a professional electronic product like the Yamaha synthesizers and Stage Keyboards, you will find an “Auto Power Off” routine (get used to it). Technically speaking, the Power button is not an On/Off switch, it is a Standby button. This is based on the fact that as long as the instrument is plugged into a wall socket it will draw a very small amount of energy.

Feature’s Backstory
It is now law in some parts of the world, in an effort to “be green” and planet-friendly, to offer the Auto Power Off feature. If you are against saving the planet, you may want to hold on to your ancient keyboards or simply learn how to operate in the present. Yamaha sells products globally and we comply, whenever possible, with the rules, particularly those that are electrical in nature. Yamaha products are placed in schools, universities, public buildings, as well as private homes, clubs, etc., etc., and we comply with all electrical regulations... this allows Yamaha Synths and Stage Keyboards (and all Yamaha electronic products) to be placed on institutional bids.

For the USA, as an example, all Yamaha products are UL listed... this certifies that it is electronically safe... (if the building burns down, it wasn’t the Yamaha)... provided, of course, you use the proper (supplied/recommended) power supply - if an electrical fire occurs it will not be the fault of the electronics in the UL (Underwriter’s Laboratory) listed products.

On the MONTAGE: If you do nothing to the current program (meaning you have not edited the current program) the Auto Power Off routine will assume you just powered up the product then you left the building. It will power itself down to a state where it draws the minimum amount of current. If you have edited anything (a blue flag will appear in the Performance Name box on the HOME screen...) the unit will not power down.

When a MONTAGE/MODX is on display in your local music store, for example, they may place the instrument to Auto Power Off.
You now own the instrument, (recommended) you should customize the settings to service how you like to work.
[UTILITY] > “Settings” > “System”

If you set Auto Power Off to OFF, the unit will not power down... (assumes you want to keep that change) . It’s a*green* thing — welcome to your future... Now that you know about the little blue flag look for it. You can also customize to what program your MONTAGE powers up.

All your ‘smart’ products have an Auto Power Off — it’s part of why they are considered smart — they return to minimum power use mode automatically (Standby). It’s not new, just now it applies to many more things. Why I say: get used to it.

If, due to the Auto-Off setting (say, 30 minutes), the Montage powers down, will it lose any unsaved settings or changes you have made - or are you saying that it simply won't power down because you have unsaved changes?

... it simply won't power down because you have un-Stored changes.
This is not just semantics, but is using the terminology of the instrument.

Terminology:
STORE - is the act of writing the data to internal memory — Has a dedicated button.
SAVE - is the act of writing a File to an external memory device —Only ‘Stored’ data gets ‘Saved’ when writing a File to a USB stick. If bulk dumping, then the current condition will be written to the result. (It does not have to be STORED to be bulk dumped.

Hope that clarifies it.