Confirmed problem. Dual monitors prevent DPMS power off. 
Problem happens when triggered by screen off or manually with xset dpms force
off.

GPU is Gigabyte RX580.
Ubuntu 18.04 LTS. Kernel 5.0.
Monitors are 2 Dell S2719dc. 

Problem occurs on xorg and on Wayland.
Problem occurs connected to HDMI and display port, and also with dual display
port.

A workaround is to disable auto input switching on the monitors. This solves
the problem.

Appears that when one monitor is switching inputs after turning off it wakes up
the other monitor. A race condition between the two.