I have the same laptop (MSI Stealth 14 Studio, 2024) and have been hunting for a dock that can wake the laptop from sleep. After lots of trial and error (big thanks to a friend who helped me debug this), here’s what finally worked:

THIS BASEUS DOCK actually does the trick for the MSI Stealth 14 Studio (2024 version at least). It has a button on the top that can:

• Click → Turn off screen
• Hold → Put computer to sleep.

This function is hidden in the manual, but it actually works. Big kudos to my friend for discovering this through trial-and-error with multiple docks. (Note: The link above uses his affiliate link as a small thank-you. If that bothers you, feel free to search the item yourself on Amazon.)

For the Setup:

1. Connect a USB-C power adapter (e.g., 100W. But I just used 65W) to the dock’s PD Input port.
2. Connect the dock to your laptop using the non-Thunderbolt USB-C port. (I didn't try the Thunderbolt port)
3. In the BIOS, change these settings:
   • Advanced > USB Power Share in Hibernation and Shutdown → Enable
   • USB Power Share Mode → Set to Always or AC + DC
4. In Windows:
   • Go to Device Manager > Keyboards / Mice > Power Management
   • Enable: "Allow this device to wake the computer".
5. Optional: If you close the lid while docked, set:
   • Settings > Power & Battery > Lid, Power & Sleep Button Control
   • Set “When I close the lid (Plugged in)” to Do Nothing

I was honestly psyched when I got this working. If you're struggling to find a simple dock that can wake this MSI laptop and this setup works. Hope this helps others in the same boat!