Comment 25 for bug 1280300

Another workaround that I used for Cinnamon. I can't imagine it would be too much trouble to adapt it to other window managers:

1. Use dconf-editor to change the button-suspend action at org>cinnamon>settings-daemon>plugins>power to 'nothing' (you could also amend lid-close-ac-action and lid-close-battery-action as well if you're using a laptop).

2. Save the following script to a convenient location (it locks the screen, then suspends):

#!/bin/bash
cinnamon-screensaver-command -l
systemctl suspend

3. Use the System Settings app (cinnamon-settings) to create a custom keybinding for the sleep key that points to the script.

After this it behaves as it should. You can see the lock screen pop up briefly before it goes to sleep, which is reassuring.