Your MacBook Air should go to sleep when selecting Apple menu > Sleep, but since it's waking up immediately, there might be a configuration or peripheral issue causing it to stay awake.
I suggest trying the following: (Note: I'm assuming that your laptop is running macOS Sonoma.)
Check Prevent Sleep Settings
- Go to Apple menu > System Settings > Battery > Options...
- Ensure that "Prevent automatic sleeping on power adapter when the display is off" is disabled.
Verify Connected Peripherals
- Disconnect all external devices (e.g., USB drives, external monitors, hubs).
Identify Apps or Processes Preventing Sleep
- Open Activity Monitor
- In the Energy tab, check for apps or processes with "Preventing Sleep" listed under Preventing Sleep.
- Quit any unnecessary app using high resources or explicitly preventing sleep.
Check Finder and Background Tasks
- It’s normal for Finder not to quit as it's a system process. If Finder feels unresponsive, try Force Relaunch:
- Right-click Finder in the Dock > Relaunch.
- Make sure no tasks like copying files are running in Finder, which might prevent sleep.
Adjust Bluetooth Settings
- If you’re using Bluetooth devices, go to System Settings > Bluetooth.
- Uncheck "Allow Bluetooth devices to wake this Mac".
Check Sleep/Wake Logs
- Open Console
- Navigate to Log Reports > system.log to see if a specific app, peripheral, or task is preventing sleep.
If none of the above helps, there are three other items I can suggest:
- Create a new user account. Log out of the current user, and then, log back in with the new account. See if this resolves the sleep issue. If not, go on to the next step.
- Re-install macOS
- Contact Apple Support directly for further assistance with this issue.