I am experiencing the same problem on XBee 868LP 80K with firmware 8074.
I am using SPI, and have tried to use sleep request AND slave select (by disabling sleep request) as sleep drivers. Indeed this seems to work only for UART and not for SPI. Once SPI is started, the current draw jumps up about 20mA and doesn't come down again even when the sleep pin is driven high.
I also notice that when the UART pins are disabled from the get-go, the current draw has this 20mA offset from startup, presumably since it has immediately started up SPI because of the lack of UART.
Is there anything I can try to resolve this?