"Away" status not accurate

I am running Windows Messenger 4.7 and I am using the
Microsoft Plus! Aquarium screen saver. When the screen
saver kicks on, my status correctly changes to "Away" for
my friends. However, when the Power Management later
kicks in to shut down my monitor, my status returns
simply my name (the "Away" status is gone). It stays like
that until I return and hit some key to restart the
monitor. Is this something unique to my computer or is it
a known issue?

Thanks