Are you using synchronous or asynchronous communication?
Please note that sleep only happens in between serial transmissions, i.e., you are using the sleep line to indicate that you will not be using the serial port. RF activity will still bring the chip to active state. So, while using the sleep line, you would be switching back and forth between sleep and active states.
Is your channel configured as a shared master or shared slave? Also note that if you are configured as a shared slave, even if you are not receiving data matching the shared address, there is RF activity (i.e., all messages sent by the shared master are received by the radio, but only those matching the slave's address are passed on to the host).