I wish I had that "problem" lol
My d1 does this. Doesn't matter what my wireless sleep policy is set to. Although, I don't consider it a problem so much because it saves battery. And I'm all about battery life. I've never had juice defender or any such thing installed, ever, and I'm using davrosMod for my rom, which is as stock as you can get while still calling it a custom rom. So this behavior is not something caused by an app or the rom.
Sent from my brain, with the help of my Droid...
I found that with wifi sleep set to never, the wifi still sleeps if the battery mode is set to "Maximum battery saver". If you set it to "Performace mode" the wifi will not sleep. Not that this is the most elegant solution but it does keep the wifi on if that's your number one priority.