2016 15" MacBook Pro (RP450) [6th,4C,H] + R9 Fury @ 32Gbps-TB3 (ASUS XG Station Pro) + macOS 10.13.5 [itsage]
Thanks so much for your insight. I bet you're right on the money about the Power Nap feature in macOS waking the eGPU's fans. I've been having similar problems in Boot Camp with an Aorus Gaming Box 1080 and sleep. It seems to be a rather common issue…? I'm really thinking about getting this enclosure for its capabilities and fan-less operation when under light load.
I've seen the XG Station Pro lights came on during Mac sleep, but no noise because of quiet mode. It's a remarkable feature really.