External hard drive query

Not all hard drives have a sleep mode, so that's probably why.

I had that happen to one of my external hard drives a few years ago. Turns out the over-spinning (for mine, at least) was a prelude to it completely crapping out. This may not be the case for yours, but just to be safe, I'd make sure to backup that drive if you can. I lost photos at the time that I can't ever get back. Lesson learned.