I’m not sure if it’s the same with a Steam Controller, but for Xbox controllers, you have to ‘forget’ your controller in Bluetooth settings then reconnect it every time you restart the console to get wake on Bluetooth to work. An annoyance, certainly, but you shouldn’t have to restart your console very often, except for OS updates.

Or you can switch your SteamOS branch from Stable to Beta. That bug is fixed in the Beta branch.