it may be possible to disable the 'allow this device to turn off to save power' setting in the device manager.
S3 (susped to ram) sleep states WILL turn everything off except ram
S1 sleep states dont turn anything off, it just idles them. It can make thigs quieter (hard drives power down, CPU fan may turn off/slow down) but it barely saves any power at all.
if you need to use the system, dont sleep it. If you need a quiet system, buy quieter hardware and cooling.
in my opinion, no matter what you do the game will disconnect or shut down when you sleep the system. it PAUSES the game, and shuts everything down and reloads it when you wake the system... you'll just need a quieter PC.