By disabling WMS you can turn off your monitor by software without the computer going to sleep. If WMS is enabled, turning monitor off will put computer in standby or hibernate state. Now the wake up LAN works if computer is in sleep or hibernate state.
When WMS is enablen you don't see NIC by command powercfg -devicequery wake_armed. If you don't use Windows Modern Standby (WMS), power management tab is enabled and you can set Allow this device to wake the computer and Only allow a magic packet to wake the computer. Note: Switching the power mode is not supported in Windows without a complete OS re-install. Enjoying Windows Modern Standby feature, which is the replacement of legacy sleep state(S3).
The Windows Modern Standby is enabled by default.
The problem seems to be a Windows Modern Standby setting in BIOS. Yes BIOS settings are OK and wake on LAN works when Windows is not in sleep on hybrid sleep mode.