Parallels looses VM when Mac turns screen off

Hi,

I use Macbook Pro with external display, running Windows 11 in full screen mode. If I leave Mac for a while it turns screen off and I need to log back in.
Sometimes when I log back in, Windows 11 is unresponsive e.g I can't click on anything, also Parallels menu doesn't have Windows VM listed. I need to suspend VM and it comes back, sometime I need to suspend twice to make it work.

Any idea how can I avoid this?