Perhaps you're under the impression that once the display goes dark that implies your phone is powering itself off?
If that is the case, note that it's just the screen that's going into its sleep mode while the phone itself is still functional. The display is a major power drain, when it's on that taxes the battery quite a bit so by having the screen go to sleep is just part of basic power management. So even if the screen is sleeping, that doesn't necessarily mean your phone is sleeping so you should be able to receive phone calls when they come in.
But if your phone is powering off on its own, or you can't receive phone calls when the display is asleep, that is an indicator of some kind of problem.