Probably because OBS is still trying to record them. I would think that if the monitors go to sleep, nothing will render to them. You won't be able to record your monitors if they go to sleep, so they are prevented from going to sleep.
Same thing. If the window isn't being rendered, it won't be updated on an OS level, so can't be recorded by OBS. Regardless of capture method. Same thing with why minimized windows can't be recorded... Windows stops updating them.