Unfortunately I need to use SDL for its convenient Steam controller support (and a couple other things) and it's too late in my project to make major changes. I do call glfwPollEvents() because I still use mouse and keyboard via GLFW.
I tested more thoroughly and I found that the screen saver is also not prevented on Windows. On Linux and Mac, screen blanking (screen sleep) is not prevented either (I still need to test with a screensaver there).
I also dug into the GLFW code a bit and I see some code on the Windows side for preventing screen saver and screen blanking (but it's not working for me). On OSX, I didn't find any code for preventing either. On Linux, I only found code that disables screen saver, but saw no mention of screen blanking prevention.
Not sure how to resolve this..