I had this problem with CFX2 and CFX3 and Parnoid Android . I've tried a complete reinstall (including all wipes and reformating the SD card) - but the problem persisted.
For a while I switched back to a Android 2.3 ROM and all was OK.
That got me thinking so I did some searching around to see whether it was a problem for other Android 4 ROMs and phones - and it was!
I found many people reporting similar problems on different Anroid 4 ROMs and different phones - even a few stock ROMs.
Anyway - the solution for me was to turn off "Location Access" in Android settings.
As best I can make out there is some sort of conflict between GPS and "Wi-Fi & Mobile Network Location" services which creates a wakelock stoping the phone going to sleep. Turning off "Location Access" prevents the conflict and the phone goes to sleep as normal.
I think it may work if you just turn off "Wi-Fi & Mobile Network Location" services (i.e. leaving "GPS Satalites" ticked on) - but I've not fully tested this yet.
If any of you are having similar problems you might want to try this work around.