It is not going into sleep mode (There is low power modes which puts the device into sleep). Here, the device advertisement state changes after the defined duration. The advertisement parameters are set in .ble_advert_cfg element. I think you have mentioned .ble_scan_cfg which is parameters of ble scan.
In app_bt_confic.c, developers can configure Bluetooth core stack parameters defined in the Bluetooth core specification.
You can adjust the these parameter as per the requirement of your application.
Please check https://www.bluetooth.com/specifications/bluetooth-core-specification/ (Low Energy Controller Specification Volume 6)