Problem with Sleep Mode on both Photoshop and Lightroom

A little while ago I needed to leave my laptop for awhile but was in the middle of some extensive Photoshop work on files I had loaded from Lightroom.

There were16 files open in Photoshop and I didn't want to have to load them again so I went to Shut Down or Sign Out and selected Sleep.

When I returned to my computer and signed in again, nothing I was working on had been saved. 

Does Windows 10 Sleep Mode not work with Adobe products?

I'm on Windows 10.0 ver19041 and Photoshop 22.0.1