could it be that you have enabled the ECO clock in Design Wide Resources?
ECO clock is needed by the BLE component in active mode!
If you don´t need ECO clock to be enabled, disable it in Design Wide Resources or call CySysClkEcoStop() somewhere in your code.
If you need ECO clock enabled in active mode call CySysClkEcoStop() before and CySysClkEcoStart(2000u) after calling CySysPmDeepSleep().
If this solution doesn´t work, check for other HW that prevents your MCU to enter deep sleep.