I have also installed AlexElec, and I'm having the same issue with the box not powering down, and having to pull the plug.
Installing to the SD card isn't the problem here, as I did a full installation to the NAND (not running Android/LE/anything else underneath)
The AlexElec forum is in Russian, so the information available there, via Google translate, isn't always easy to follow, if you aren't a native Russian speaker. From what I gather from the poorly translated page, Alex turned off the sleep mode by default, but this is something that should be configurable by SSH connection to the following location:
/storage/.config/sleep.conf.d
So far, I haven't found the right "magic words" to solve the issue yet, but I haven't bricked the box either, so hopefully I'm on the right track. Given the lack of a LibreElec for this hardware (so far) at least, the AlexElec has been a great alternative.... apart from this one issue of having to yank the power cord if I want to turn it off.