The Play keeps the screen and pads on when not in use. This consumes energy unnecessarily, especially when running on an external power bank. Also, having the same pixels lit up all the time may increase the risk of ghosting artifacts on the display. Turning the device on/off is often not a good alternative because it takes long time to boot, and users don’t want to lose their idea while waiting to boot up.
What do you want to achieve?
Automatic sleep mode when the device is not playing, and not being used for some time. The sleep mode could be indicated by a slowly blinking pad.
Are there any workarounds?
Just turn the Play off and deal with the long boot up.