In case there is anyone else having trouble with this I found a workaround. I used My Profile instead of Default when waking from sleep and set My Profile to Data->On and Wlan->On.
I'm on the latest weekly and my problem is that I manually have to enable data when the phone wakes up from a scheduled sleep profile. If the data connection is active when the phone goes to sleep shouldn't it be activated automatically again when it comes out of sleep.