You may be experiencing hypnosis as sort of "spacing out." People who are hypnotizable seem to fall into two groups: "fantasizers" (approximately 60%) and "dissociaters" (approximately 40%). Whereas fantasizers tend to experience hypnosis as a very vivid imagined experience along with physical responses to the imagery, dissociaters tend to experience it as "spacing out" and may not remember the session.
If you are listening with the Awaken feature enabled and if you awaken as instructed, then you are hypnotized but not asleep, since you're able to respond to the suggestion to wake up.
On the other hand, if you're actually transitioning from hypnosis to sleep, you may not be receiving the hypnotic suggestions. So if you aren't remembering the session, pay attention to whether you're noticing changes in your behavior that would indicate the sessions are working. If not, then you might need to enter a lighter trance by listening earlier in the day and/or in a seated position.
The good news is that either way, your response indicates you are very hypnotizable.