I already use the Xbee 802.15.4 S1 with the SM=1 and Sleep_RQ pin. Everything works well, when I put 3.3V on pin 9, the device goes to sleep and consume minimum current.
I put the same configuration in the Xbee 802.15.4 S2C and when I apply 3.3V on pin 9 (TH) the device still consumes 30mA.
There is more information about the firmware: Product family: XB24C Function set 802.15.4 TH, Firmware version: 2001
To test it, I only put 3.3V on pin 1 VCC, gnd on pin 10 and 3.3V on pin 9.