Follow these steps. It worked for me with Windows 10:
1) (Follow the steps in the link)
http://www.lovemysurface.net/turn-off-the-screen-on-surface-tablets/
2) *The next step is to edit the registry. Proceed as carefully as if you were editing your bank account. Type “REGEDIT” in the windows search and open regedit.exe. Under Edit, you’ll click on “find” (Ctrl-F), enter “CsEnabled” in the field and let the search engine find the following registry item: System\CurrentControlSet\Control\Power\CsEnabled
The status will be enabled (a 1 appears in the parenthesis at the end of the statement) press ENTER and a pop-up registry entry editing screen appears allowing you to change the value to 0 (that’s a zero). You have just disabled connected standby in the registry. Close the registry editor window and reboot the computer. I edited power settings and set the power button to do nothing in battery mode ( there are other ways to turn off the computer). Viola! If, while playing music, you select Display Off on the right-click pop-up display menu, the screen goes black and the music keeps playing…