I suppose if you really want the wifi to go into deep sleep when the screen turns off, you could always re-enable the original wifi lockup "fix" that TG put in way back when. Basically, with the "fix" in place, when the screen turns off, the phone shuts down the wifi and goes back to 3g -- essentially the "When screen is off" policy but it works. IF you want to do that, do this:
To re-enable the wifi lockup fix:
open /system/etc/firmware/wlan/qcom_cfg.ini in the text editor
change gEnableSuspend=2 to gEnableSuspend=3
You can do this directly on the phone using ES File Explorer (free on market) with the Root Explorer option enabled and the Mount File System option enabled in the Settings so that you can save the changes back to the phone.
And I suppose, if you wanted, you could change the file in the Zip file first before flashing the ROM.
You may need to reboot after making the change for it to really take effect...