I seem to have found a solution to this issue, although, I don't know why it works.  In the Dell Power Manager, under the category of Thermal Management, I changed the setting from the default of Optimized to Ultra Performance.  After saving that setting, the issue with the fan oscillating when in sleep mode has not re-occurred.
I have an XPS 15 9570 laptop connected to a Dell Thunderbolt Dock TB16.  I am running Windows 11.  When the computer goes into sleep mode, the fan oscillates noisily high/low, high/low, etc., continuously until the computer is woken up out of sleep mode.  This first started to happen after I upgraded to Windows 11, and only happened when connected to the TB16 dock.  I was able to get it to stop by disabling a BIOS option to allow USB devices to wake the computer. But after recently installing BIOS update version 1.24.0, the problem has returned.  I can't find any BIOS option to make the problem stop this time.
XPS 15 9570 fan oscillation in sleep mode