Screen turn off when working with VR preview (Vive and MSI Vortex G65 SLI)

Hello guys. I am working on VR using Vive with MSI Vortex G65 (SLI). However, the computer screen turns off during working with Unreal Engine 4 in VR preview only. I cannot wake it up but the computer is still running. I have to press the power button to turn the computer off and turn it on again to make it works. This has been happening only when I use VR preview in Unreal Engine 4. I did some testing with other games systems such as 2D and 3D games with and without VR (e.g. Nvidia VR funhouse) but no issue. All drivers are up to date. I already called MSI and they told me to check everything mentioned above. MSI said they haven’t had this issue before. Has anyone had this issue before and how to fix it. Thank you very much.